-80.7%
RIG vs CFG
+396.4%
-477.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | +0.9% | +1.5% | -0.7% | -0.3% |
| 30D | +13.8% | -3.8% | +17.6% | +16.8% |
| 3M | -6.4% | +11.5% | -17.9% | -15.0% |
| 6M | -8.2% | +19.2% | -27.4% | -21.5% |
| YTD | +41.6% | +23.7% | +17.9% | +16.9% |
| 1Y | +88.7% | +38.8% | +49.9% | +41.5% |
| 3Y | -30.9% | +178.9% | -209.8% | -71.0% |
| 5Y | +57.7% | +101.8% | -44.1% | -20.1% |
| 10Y | -39.3% | +317.3% | -356.5% | -82.0% |
| All | -80.7% | +396.4% | -477.1% | -94.9% |
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 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