-47.4%
RIG vs CMS
+749.7%
-797.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -12.2% | +0.5% | -12.7% | -12.4% |
| 30D | -6.0% | +7.4% | -13.4% | -8.1% |
| 3M | -9.4% | +1.9% | -11.3% | -10.2% |
| 6M | -19.1% | -2.3% | -16.7% | -19.0% |
| YTD | +25.4% | +3.0% | +22.5% | +23.5% |
| 1Y | +23.3% | -2.8% | +26.1% | +23.6% |
| 3Y | -22.1% | +37.9% | -60.0% | -30.4% |
| 5Y | +50.1% | +34.0% | +16.2% | +33.8% |
| 10Y | -50.7% | +138.1% | -188.8% | -63.8% |
| All | -47.4% | +749.7% | -797.1% | -73.8% |
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 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