-40.5%
RIG vs CMS
+726.9%
-767.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | +13.8% | -3.6% | +17.4% | +14.9% |
| 3M | -6.4% | -1.9% | -4.5% | -6.2% |
| 6M | -8.2% | -11.0% | +2.8% | -5.4% |
| YTD | +41.6% | +0.2% | +41.4% | +40.9% |
| 1Y | +88.7% | -1.3% | +90.0% | +88.5% |
| 3Y | -30.9% | +35.9% | -66.8% | -37.9% |
| 5Y | +57.7% | +23.1% | +34.6% | +44.0% |
| 10Y | -39.3% | +117.9% | -157.2% | -54.2% |
| All | -40.5% | +726.9% | -767.5% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling