-50.7%
RIG vs CMS
+134.3%
-185.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -12.2% | +0.5% | -12.7% | -12.3% |
| 30D | -6.0% | +7.4% | -13.4% | -7.7% |
| 3M | -9.4% | +1.9% | -11.3% | -10.0% |
| 6M | -19.1% | -2.3% | -16.7% | -18.9% |
| YTD | +25.4% | +3.0% | +22.5% | +23.9% |
| 1Y | +23.3% | -2.8% | +26.1% | +23.6% |
| 3Y | -22.1% | +37.9% | -60.0% | -29.5% |
| 5Y | +50.1% | +34.0% | +16.2% | +36.1% |
| 10Y | -50.7% | +138.1% | -188.8% | -38.4% |
| All | -50.7% | +134.3% | -185.0% | -38.4% |
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