-41.8%
RIG vs CFG
+310.3%
-352.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | -8.2% | -0.6% | -7.6% | -7.8% |
| 30D | -0.2% | -4.5% | +4.4% | +3.1% |
| 3M | -2.7% | +6.3% | -9.0% | -8.4% |
| 6M | -7.5% | +20.6% | -28.1% | -21.7% |
| YTD | +38.3% | +21.2% | +17.0% | +15.8% |
| 1Y | +81.8% | +38.2% | +43.7% | +36.7% |
| 3Y | -30.2% | +185.9% | -216.1% | -71.4% |
| 5Y | +59.9% | +97.0% | -37.0% | -17.7% |
| All | -41.8% | +310.3% | -352.1% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling