-29.6%
RIG vs CMS
+35.3%
-64.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.7% | +1.2% | -3.9% | -2.8% |
| 30D | +9.5% | -3.2% | +12.7% | +9.9% |
| 3M | -6.6% | -2.2% | -4.4% | -6.5% |
| 6M | -2.9% | -9.4% | +6.6% | -1.3% |
| YTD | +39.5% | +0.7% | +38.8% | +39.2% |
| 1Y | +82.3% | +0.4% | +81.9% | +82.0% |
| 3Y | -29.6% | +35.2% | -64.8% | -36.4% |
| All | -29.6% | +35.3% | -64.9% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling