-40.5%
RIG vs CP
+9,199.5%
-9,240.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -3.0% |
| 7D | +0.9% | -2.7% | +3.5% | +2.3% |
| 30D | +13.8% | +0.2% | +13.6% | +13.4% |
| 3M | -6.4% | +2.6% | -9.0% | -8.3% |
| 6M | -8.2% | +6.0% | -14.1% | -12.6% |
| YTD | +41.6% | +24.9% | +16.7% | +22.0% |
| 1Y | +88.7% | +20.1% | +68.6% | +66.1% |
| 3Y | -30.9% | +16.4% | -47.2% | -38.4% |
| 5Y | +57.7% | +31.7% | +25.9% | +31.4% |
| 10Y | -39.3% | +223.9% | -263.1% | -66.8% |
| All | -40.5% | +9,199.5% | -9,240.0% | -91.1% |
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