-47.9%
RIG vs CMS
+140.2%
-188.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.5% | +3.7% |
| 7D | +5.7% | +1.7% | +4.0% | +5.3% |
| 30D | -0.7% | +6.2% | -6.9% | -2.2% |
| 3M | -3.1% | +0.6% | -3.8% | -3.4% |
| 6M | -16.3% | -1.8% | -14.5% | -16.3% |
| YTD | +34.1% | +3.8% | +30.3% | +32.3% |
| 1Y | +38.2% | -1.8% | +39.9% | +38.2% |
| 3Y | -15.3% | +39.8% | -55.1% | -23.6% |
| 5Y | +62.5% | +37.1% | +25.4% | +46.4% |
| All | -47.9% | +140.2% | -188.1% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling