+81.8%
RIG vs CMS
-0.2%
+82.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -8.2% | +0.2% | -8.4% | -8.2% |
| 30D | -0.2% | -1.3% | +1.1% | -0.1% |
| 3M | -2.7% | -5.4% | +2.7% | -2.0% |
| 6M | -7.5% | -10.3% | +2.9% | -4.4% |
| YTD | +38.3% | -0.2% | +38.5% | +38.0% |
| 1Y | +81.8% | -0.9% | +82.7% | +83.2% |
| All | +81.8% | -0.2% | +82.1% | +83.2% |
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