-45.9%
RIG vs CMS
+742.9%
-788.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +4.3% | -1.3% | +5.6% | +4.7% |
| 30D | -5.8% | +5.3% | -11.1% | -7.4% |
| 3M | -6.7% | -0.3% | -6.3% | -6.8% |
| 6M | -18.7% | -4.0% | -14.6% | -18.1% |
| YTD | +28.8% | +2.1% | +26.7% | +27.2% |
| 1Y | +28.8% | -4.7% | +33.5% | +29.8% |
| 3Y | -20.0% | +36.8% | -56.8% | -28.4% |
| 5Y | +56.0% | +34.9% | +21.2% | +38.7% |
| 10Y | -48.7% | +134.7% | -183.4% | -62.2% |
| All | -45.9% | +742.9% | -788.8% | -73.0% |
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