+67.4%
RIG vs CAG
-41.0%
+108.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +4.0% |
| 7D | +5.7% | -3.3% | +9.1% | +6.2% |
| 30D | -0.7% | +7.7% | -8.4% | -2.1% |
| 3M | -3.1% | -3.2% | 0.0% | -2.9% |
| 6M | -16.3% | +7.0% | -23.3% | -17.8% |
| YTD | +34.1% | -9.0% | +43.1% | +36.2% |
| 1Y | +38.2% | -9.6% | +47.8% | +40.4% |
| 3Y | -15.3% | -36.0% | +20.7% | -11.8% |
| All | +67.4% | -41.0% | +108.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling