+88.7%
RIG vs CDW
-5.0%
+93.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | +0.9% | +3.2% | -2.3% | +0.7% |
| 30D | +13.8% | +9.3% | +4.5% | +13.2% |
| 3M | -6.4% | +9.8% | -16.2% | -6.7% |
| 6M | -8.2% | +23.3% | -31.5% | -10.5% |
| YTD | +41.6% | +13.7% | +28.0% | +39.0% |
| 1Y | +88.7% | -6.5% | +95.2% | +101.9% |
| All | +88.7% | -5.0% | +93.7% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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