-88.5%
RIG vs CHRW
+4,173.0%
-4,261.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.2% |
| 7D | +0.9% | -1.4% | +2.3% | +1.3% |
| 30D | +13.8% | -3.5% | +17.3% | +14.8% |
| 3M | -6.4% | -19.4% | +13.0% | -0.8% |
| 6M | -8.2% | -21.4% | +13.2% | -2.6% |
| YTD | +41.6% | -7.1% | +48.8% | +40.6% |
| 1Y | +88.7% | +17.8% | +70.9% | +70.5% |
| 3Y | -30.9% | +78.8% | -109.6% | -47.4% |
| 5Y | +57.7% | +83.5% | -25.8% | +18.4% |
| 10Y | -39.3% | +160.2% | -199.5% | -59.4% |
| All | -88.5% | +4,173.0% | -4,261.4% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling