-42.0%
RIG vs CLX
+1,680.6%
-1,722.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -8.2% | -4.9% | -3.3% | -7.6% |
| 30D | -0.2% | -15.8% | +15.6% | +1.9% |
| 3M | -2.7% | -7.9% | +5.2% | -2.0% |
| 6M | -7.5% | -19.0% | +11.6% | -5.5% |
| YTD | +38.3% | -7.9% | +46.2% | +38.9% |
| 1Y | +81.8% | -25.4% | +107.2% | +87.6% |
| 3Y | -30.2% | -35.0% | +4.8% | -27.3% |
| 5Y | +59.9% | -36.8% | +96.7% | +64.6% |
| 10Y | -41.9% | -1.4% | -40.5% | -47.5% |
| All | -42.0% | +1,680.6% | -1,722.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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