+88.7%
RIG vs CAH
+65.8%
+22.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | +0.9% | +5.4% | -4.5% | +0.6% |
| 30D | +13.8% | +3.3% | +10.5% | +13.6% |
| 3M | -6.4% | +22.8% | -29.2% | -7.9% |
| 6M | -8.2% | +11.3% | -19.4% | -9.4% |
| YTD | +41.6% | +21.1% | +20.5% | +38.6% |
| 1Y | +88.7% | +67.2% | +21.5% | +57.0% |
| All | +88.7% | +65.8% | +22.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling