-49.6%
RIG vs CF
+546.3%
-595.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -17.0% | -0.9% | -16.1% | -16.8% |
| 30D | -6.2% | +6.9% | -13.1% | -10.9% |
| 3M | -1.7% | +4.8% | -6.6% | -5.7% |
| 6M | -19.2% | +4.7% | -23.9% | -23.7% |
| YTD | +25.2% | +56.5% | -31.3% | -18.0% |
| 1Y | +29.9% | +48.4% | -18.5% | -11.7% |
| 3Y | -21.3% | +59.1% | -80.5% | -51.6% |
| 5Y | +40.5% | +109.5% | -69.0% | -36.9% |
| 10Y | -49.6% | +487.0% | -536.5% | -88.8% |
| All | -49.6% | +546.3% | -595.8% | -88.8% |
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