-18.7%
RIG vs CF
+68.7%
-87.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | +4.3% | +5.4% | -1.0% | +1.9% |
| 30D | -5.8% | +6.5% | -12.4% | -8.5% |
| 3M | -6.7% | +4.6% | -11.3% | -8.6% |
| 6M | -18.7% | -3.3% | -15.3% | -18.0% |
| YTD | +28.8% | +63.9% | -35.1% | -6.1% |
| 1Y | +28.8% | +50.4% | -21.6% | -1.7% |
| All | -18.7% | +68.7% | -87.3% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling