-82.4%
RIG vs CFG
+358.5%
-440.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | +4.3% | +1.6% | +2.7% | +3.0% |
| 30D | -5.8% | +3.3% | -9.1% | -8.6% |
| 3M | -6.7% | -11.5% | +4.9% | +1.4% |
| 6M | -18.7% | +6.2% | -24.9% | -24.1% |
| YTD | +28.8% | +14.3% | +14.6% | +12.1% |
| 1Y | +28.8% | +26.7% | +2.1% | +3.1% |
| 3Y | -20.0% | +187.8% | -207.8% | -67.3% |
| 5Y | +56.0% | +61.3% | -5.3% | -6.0% |
| 10Y | -48.7% | +217.2% | -265.9% | -81.5% |
| All | -82.4% | +358.5% | -440.9% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling