-86.6%
RIG vs CDW
+1,030.0%
-1,116.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.5% |
| 7D | +5.7% | +9.3% | -3.6% | 0.0% |
| 30D | -0.7% | +14.4% | -15.1% | -10.3% |
| 3M | -3.1% | +21.4% | -24.6% | -17.0% |
| 6M | -16.3% | +72.8% | -89.1% | -45.6% |
| YTD | +34.1% | +28.0% | +6.1% | +1.8% |
| 1Y | +38.2% | +19.3% | +18.8% | +10.2% |
| 3Y | -15.3% | -15.3% | 0.0% | -16.7% |
| 5Y | +62.5% | -3.8% | +66.3% | +40.3% |
| 10Y | -46.6% | +318.5% | -365.1% | -76.5% |
| All | -86.6% | +1,030.0% | -1,116.6% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling