-41.2%
RIG vs CDW
+271.4%
-312.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -4.2% | -7.4% | +3.2% | +0.9% |
| 30D | -0.7% | +5.8% | -6.5% | -5.6% |
| 3M | -4.0% | +10.8% | -14.8% | -14.1% |
| 6M | -6.3% | +21.5% | -27.8% | -26.5% |
| YTD | +39.7% | +6.4% | +33.4% | +19.9% |
| 1Y | +78.1% | -14.8% | +92.9% | +81.5% |
| 3Y | -29.5% | -29.9% | +0.4% | -19.7% |
| 5Y | +65.3% | -22.9% | +88.2% | +65.1% |
| All | -41.2% | +271.4% | -312.6% | -71.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling