-47.4%
RIG vs CP
+9,442.5%
-9,489.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -12.2% | +2.8% | -15.0% | -13.9% |
| 30D | -6.0% | +11.0% | -17.0% | -12.1% |
| 3M | -9.4% | +3.8% | -13.3% | -12.2% |
| 6M | -19.1% | +9.5% | -28.5% | -24.5% |
| YTD | +25.4% | +28.2% | -2.8% | +5.7% |
| 1Y | +23.3% | +33.0% | -9.6% | +1.7% |
| 3Y | -22.1% | +35.5% | -57.7% | -37.0% |
| 5Y | +50.1% | +25.8% | +24.4% | +27.9% |
| 10Y | -50.7% | +250.7% | -301.4% | -74.3% |
| All | -47.4% | +9,442.5% | -9,489.9% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling