-45.0%
RIG vs CF
+589.1%
-634.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -2.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.0% |
| 30D | +9.5% | +18.1% | -8.6% | -3.1% |
| 3M | -6.6% | +23.4% | -30.0% | -20.6% |
| 6M | -2.9% | +17.1% | -20.0% | -18.4% |
| YTD | +39.5% | +76.2% | -36.8% | -15.3% |
| 1Y | +82.3% | +62.3% | +20.0% | +17.3% |
| 3Y | -29.6% | +71.8% | -101.4% | -58.6% |
| 5Y | +63.2% | +234.6% | -171.4% | -49.2% |
| 10Y | -45.0% | +574.3% | -619.2% | -87.3% |
| All | -45.0% | +589.1% | -634.1% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling