-29.6%
RIG vs CFG
+193.0%
-222.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | -2.7% | +2.7% | -5.4% | -4.1% |
| 30D | +9.5% | -3.7% | +13.2% | +11.6% |
| 3M | -6.6% | +9.5% | -16.1% | -12.4% |
| 6M | -2.9% | +22.2% | -25.1% | -15.5% |
| YTD | +39.5% | +22.3% | +17.1% | +20.6% |
| 1Y | +82.3% | +39.4% | +42.8% | +44.2% |
| 3Y | -29.6% | +188.5% | -218.1% | -62.6% |
| All | -29.6% | +193.0% | -222.6% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling