-21.2%
RIG vs CF
+57.7%
-78.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.4% |
| 7D | -24.5% | -3.2% | -21.3% | -23.4% |
| 30D | -2.8% | +4.3% | -7.1% | -4.7% |
| 3M | +1.6% | +2.8% | -1.3% | +0.3% |
| 6M | -15.9% | +0.6% | -16.5% | -16.9% |
| YTD | +26.9% | +56.6% | -29.8% | -5.7% |
| 1Y | +34.4% | +49.6% | -15.3% | +2.2% |
| 3Y | -21.2% | +61.5% | -82.7% | -43.6% |
| All | -21.2% | +57.7% | -78.9% | -43.6% |
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