+56.2%
RIG vs CAH
+393.5%
-337.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -3.1% | -5.1% | +2.0% | -1.8% |
| 30D | -0.5% | +0.2% | -0.7% | -0.6% |
| 3M | -6.0% | +6.3% | -12.3% | -7.7% |
| 6M | -10.1% | +9.4% | -19.5% | -12.7% |
| YTD | +37.3% | +15.0% | +22.3% | +30.6% |
| 1Y | +73.9% | +55.4% | +18.5% | +49.0% |
| 3Y | -30.2% | +173.8% | -204.0% | -54.9% |
| All | +56.2% | +393.5% | -337.3% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling