+88.7%
RIG vs CMS
-1.9%
+90.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +13.8% | -3.6% | +17.4% | +14.1% |
| 3M | -6.4% | -1.9% | -4.5% | -6.4% |
| 6M | -8.2% | -11.0% | +2.8% | -4.8% |
| YTD | +41.6% | +0.2% | +41.4% | +41.7% |
| 1Y | +88.7% | -1.3% | +90.0% | +92.1% |
| All | +88.7% | -1.9% | +90.6% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling