-42.2%
RIG vs CPB
-45.3%
+3.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -3.1% | -1.8% | -1.3% | -2.8% |
| 30D | -0.5% | -7.1% | +6.6% | +0.6% |
| 3M | -6.0% | -6.0% | +0.1% | -5.3% |
| 6M | -10.1% | -5.3% | -4.9% | -9.9% |
| YTD | +37.3% | -20.8% | +58.1% | +42.5% |
| 1Y | +73.9% | -33.8% | +107.8% | +86.6% |
| 3Y | -30.2% | -43.7% | +13.6% | -24.1% |
| 5Y | +62.5% | -40.7% | +103.2% | +71.4% |
| All | -42.2% | -45.3% | +3.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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