-89.1%
RIG vs CHRW
+3,791.5%
-3,880.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +5.7% | +7.3% | -1.6% | +3.3% |
| 30D | -0.7% | -3.6% | +2.9% | -0.4% |
| 3M | -3.1% | -9.6% | +6.4% | -1.6% |
| 6M | -16.3% | -17.0% | +0.7% | -13.8% |
| YTD | +34.1% | -15.4% | +49.6% | +35.3% |
| 1Y | +38.2% | -10.0% | +48.1% | +36.2% |
| 3Y | -15.3% | +82.2% | -97.4% | -37.0% |
| 5Y | +62.5% | +59.4% | +3.1% | +26.1% |
| 10Y | -46.6% | +129.7% | -176.3% | -63.3% |
| All | -89.1% | +3,791.5% | -3,880.6% | -96.2% |
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