-47.9%
RIG vs CFG
+216.2%
-264.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.7% |
| 7D | +5.7% | +3.2% | +2.5% | +3.2% |
| 30D | -0.7% | +5.1% | -5.8% | -4.8% |
| 3M | -3.1% | -11.2% | +8.1% | +5.0% |
| 6M | -16.3% | +9.6% | -25.9% | -23.7% |
| YTD | +34.1% | +15.0% | +19.2% | +16.1% |
| 1Y | +38.2% | +29.9% | +8.3% | +8.3% |
| 3Y | -15.3% | +192.1% | -207.4% | -66.0% |
| 5Y | +62.5% | +62.3% | +0.2% | -2.8% |
| All | -47.9% | +216.2% | -264.1% | -82.2% |
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