-41.2%
RIG vs CP
+230.5%
-271.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +2.3% |
| 7D | -4.2% | -2.7% | -1.5% | -1.8% |
| 30D | -0.7% | -3.4% | +2.7% | +2.0% |
| 3M | -4.0% | -0.6% | -3.4% | -4.5% |
| 6M | -6.3% | +6.3% | -12.6% | -14.0% |
| YTD | +39.7% | +21.2% | +18.5% | +12.8% |
| 1Y | +78.1% | +20.0% | +58.1% | +44.5% |
| 3Y | -29.5% | +18.7% | -48.2% | -44.1% |
| 5Y | +65.3% | +34.8% | +30.6% | +12.3% |
| All | -41.2% | +230.5% | -271.7% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling