-41.5%
RIG vs CHD
+5,476.8%
-5,518.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | +9.5% | -6.2% | +15.7% | +10.6% |
| 3M | -6.6% | +1.6% | -8.2% | -7.1% |
| 6M | -2.9% | -3.5% | +0.7% | -2.7% |
| YTD | +39.5% | +16.2% | +23.2% | +35.3% |
| 1Y | +82.3% | +3.4% | +78.9% | +80.1% |
| 3Y | -29.6% | +4.6% | -34.2% | -31.5% |
| 5Y | +63.2% | +21.1% | +42.0% | +51.7% |
| 10Y | -45.0% | +126.5% | -171.5% | -56.7% |
| All | -41.5% | +5,476.8% | -5,518.2% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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