+39.7%
RIG vs CMS
+1.4%
+38.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.4% | -9.0% | -7.6% |
| 7D | -18.8% | +4.1% | -22.8% | -18.8% |
| 30D | -1.1% | +10.9% | -11.9% | -1.6% |
| 3M | +4.4% | -0.2% | +4.7% | +4.9% |
| 6M | -20.8% | -4.7% | -16.1% | -18.3% |
| YTD | +32.0% | +3.9% | +28.1% | +28.3% |
| 1Y | +39.7% | +0.4% | +39.4% | +40.3% |
| All | +39.7% | +1.4% | +38.4% | +40.3% |
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