+23.1%
RIG vs CF
+47.0%
-23.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -17.0% | -0.9% | -16.1% | -16.7% |
| 30D | -6.2% | +6.9% | -13.1% | -7.9% |
| 3M | -1.7% | +4.8% | -6.6% | -2.3% |
| 6M | -19.2% | +4.7% | -23.9% | -20.1% |
| YTD | +25.2% | +56.5% | -31.3% | +3.1% |
| All | +23.1% | +47.0% | -23.9% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling