-50.0%
RIG vs CP
+259.0%
-309.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | +4.3% | +0.9% | +3.4% | +3.4% |
| 30D | -5.8% | +10.3% | -16.2% | -14.7% |
| 3M | -6.7% | +2.3% | -8.9% | -9.8% |
| 6M | -18.7% | +10.7% | -29.4% | -27.8% |
| YTD | +28.8% | +29.3% | -0.5% | -3.0% |
| 1Y | +28.8% | +31.5% | -2.6% | -4.6% |
| 3Y | -20.0% | +36.7% | -56.7% | -45.2% |
| 5Y | +56.0% | +26.8% | +29.2% | +13.2% |
| All | -50.0% | +259.0% | -309.0% | -87.2% |
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