-40.5%
RIG vs CAG
+393.3%
-433.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +0.9% | -3.8% | +4.7% | +1.9% |
| 30D | +13.8% | +3.1% | +10.7% | +12.8% |
| 3M | -6.4% | +23.5% | -29.9% | -12.0% |
| 6M | -8.2% | -14.8% | +6.7% | -5.0% |
| YTD | +41.6% | -5.4% | +47.1% | +42.6% |
| 1Y | +88.7% | -11.8% | +100.5% | +93.2% |
| 3Y | -30.9% | -36.7% | +5.8% | -24.0% |
| 5Y | +57.7% | -40.3% | +97.9% | +74.3% |
| 10Y | -39.3% | -37.0% | -2.3% | -35.7% |
| All | -40.5% | +393.3% | -433.8% | -57.9% |
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