-41.2%
RIG vs CHRW
+182.4%
-223.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.5% |
| 7D | -4.2% | +4.4% | -8.5% | -5.9% |
| 30D | -0.7% | +5.5% | -6.2% | -3.3% |
| 3M | -4.0% | -17.3% | +13.3% | +2.2% |
| 6M | -6.3% | -12.7% | +6.3% | -3.9% |
| YTD | +39.7% | -4.1% | +43.8% | +35.0% |
| 1Y | +78.1% | +21.2% | +56.9% | +50.6% |
| 3Y | -29.5% | +88.9% | -118.4% | -54.9% |
| 5Y | +65.3% | +93.1% | -27.8% | +2.0% |
| All | -41.2% | +182.4% | -223.6% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling