+86.7%
RIG vs CAI
-11.0%
+97.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -4.2% | -5.1% | +0.9% | -4.2% |
| 30D | -0.7% | +3.9% | -4.6% | -0.6% |
| 3M | -4.0% | +40.1% | -44.1% | -3.1% |
| 6M | -6.3% | +29.7% | -36.0% | -6.1% |
| YTD | +39.7% | -10.9% | +50.6% | +41.3% |
| 1Y | +78.1% | -28.0% | +106.1% | +81.6% |
| All | +86.7% | -11.0% | +97.7% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling