-86.2%
RIG vs CG
+351.2%
-437.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | +0.9% | -4.3% | +5.2% | +3.2% |
| 30D | +13.8% | -5.1% | +18.9% | +16.5% |
| 3M | -6.4% | +8.7% | -15.1% | -12.1% |
| 6M | -8.2% | -9.2% | +1.1% | -6.2% |
| YTD | +41.6% | -18.9% | +60.5% | +52.3% |
| 1Y | +88.7% | -25.6% | +114.3% | +111.6% |
| 3Y | -30.9% | +57.3% | -88.1% | -52.2% |
| 5Y | +57.7% | +10.2% | +47.5% | +25.0% |
| 10Y | -39.3% | +364.2% | -403.5% | -78.0% |
| All | -86.2% | +351.2% | -437.4% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling