-48.8%
RIG vs CP
+251.7%
-300.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -2.6% | -0.7% | -1.9% | -2.1% |
| 30D | -5.2% | +9.6% | -14.8% | -13.5% |
| 3M | -8.6% | +2.2% | -10.8% | -11.7% |
| 6M | -18.9% | +11.1% | -30.0% | -28.3% |
| YTD | +28.6% | +28.2% | +0.4% | -2.4% |
| 1Y | +25.5% | +32.2% | -6.6% | -7.6% |
| 3Y | -20.2% | +35.5% | -55.7% | -44.9% |
| 5Y | +53.9% | +26.8% | +27.1% | +11.5% |
| 10Y | -48.8% | +256.9% | -305.7% | -86.5% |
| All | -48.8% | +251.7% | -300.5% | -86.5% |
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