-22.1%
RIG vs CFG
+187.2%
-209.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -12.2% | +0.7% | -12.9% | -12.6% |
| 30D | -6.0% | +2.8% | -8.8% | -7.7% |
| 3M | -9.4% | -10.1% | +0.7% | -4.4% |
| 6M | -19.1% | +3.2% | -22.2% | -22.1% |
| YTD | +25.4% | +14.2% | +11.2% | +11.8% |
| 1Y | +23.3% | +27.4% | -4.1% | +1.8% |
| 3Y | -22.1% | +187.6% | -209.7% | -63.2% |
| All | -22.1% | +187.2% | -209.3% | -63.2% |
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 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