-29.6%
RIG vs CP
+20.4%
-50.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.7% | +2.4% | -5.1% | -4.0% |
| 30D | +9.5% | -0.5% | +10.0% | +9.5% |
| 3M | -6.6% | +1.4% | -8.1% | -7.9% |
| 6M | -2.9% | +10.3% | -13.2% | -9.9% |
| YTD | +39.5% | +24.3% | +15.2% | +19.2% |
| 1Y | +82.3% | +20.4% | +61.8% | +58.8% |
| 3Y | -29.6% | +21.8% | -51.4% | -41.3% |
| All | -29.6% | +20.4% | -50.0% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling