+55.2%
RIG vs CF
+227.0%
-171.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.0% |
| 7D | +0.9% | +6.0% | -5.1% | -2.4% |
| 30D | +13.8% | +14.8% | -1.0% | +5.0% |
| 3M | -6.4% | +14.1% | -20.5% | -13.8% |
| 6M | -8.2% | +28.5% | -36.7% | -24.8% |
| YTD | +41.6% | +74.9% | -33.3% | -5.2% |
| 1Y | +88.7% | +61.7% | +27.0% | +32.3% |
| 3Y | -30.9% | +80.3% | -111.2% | -56.5% |
| All | +55.2% | +227.0% | -171.8% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling