-41.2%
RIG vs CFG
+311.8%
-353.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -4.2% | -1.7% | -2.5% | -2.9% |
| 30D | -0.7% | -4.6% | +3.9% | +2.6% |
| 3M | -4.0% | +7.9% | -11.9% | -10.5% |
| 6M | -6.3% | +19.9% | -26.2% | -20.4% |
| YTD | +39.7% | +21.7% | +18.0% | +16.7% |
| 1Y | +78.1% | +38.4% | +39.6% | +33.7% |
| 3Y | -29.5% | +187.0% | -216.5% | -71.2% |
| 5Y | +65.3% | +99.5% | -34.2% | -15.9% |
| All | -41.2% | +311.8% | -353.0% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling