-29.6%
RIG vs CG
+56.8%
-86.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | +9.5% | -3.2% | +12.7% | +10.5% |
| 3M | -6.6% | +6.2% | -12.9% | -10.2% |
| 6M | -2.9% | -4.7% | +1.8% | -3.3% |
| YTD | +39.5% | -20.6% | +60.1% | +50.6% |
| 1Y | +82.3% | -26.4% | +108.6% | +103.5% |
| 3Y | -29.6% | +55.4% | -85.0% | -47.3% |
| All | -29.6% | +56.8% | -86.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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