-43.7%
RIG vs CAG
+374.8%
-418.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.8% |
| 7D | +5.7% | -3.3% | +9.1% | +6.6% |
| 30D | -0.7% | +7.7% | -8.4% | -3.2% |
| 3M | -3.1% | -3.2% | 0.0% | -3.0% |
| 6M | -16.3% | +7.0% | -23.3% | -18.8% |
| YTD | +34.1% | -9.0% | +43.1% | +35.6% |
| 1Y | +38.2% | -9.6% | +47.8% | +39.8% |
| 3Y | -15.3% | -36.0% | +20.7% | -7.7% |
| 5Y | +62.5% | -40.9% | +103.3% | +78.9% |
| 10Y | -46.6% | -37.3% | -9.3% | -43.5% |
| All | -43.7% | +374.8% | -418.5% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling