-47.9%
RIG vs CPB
-38.9%
-9.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +1.0% | +3.7% |
| 7D | +5.7% | -1.6% | +7.3% | +6.0% |
| 30D | -0.7% | +19.2% | -19.9% | -3.7% |
| 3M | -3.1% | -0.9% | -2.2% | -3.3% |
| 6M | -16.3% | +15.2% | -31.5% | -19.0% |
| YTD | +34.1% | -13.1% | +47.2% | +36.8% |
| 1Y | +38.2% | -22.4% | +60.6% | +43.8% |
| 3Y | -15.3% | -35.3% | +20.0% | -10.3% |
| 5Y | +62.5% | -33.0% | +95.4% | +67.1% |
| All | -47.9% | -38.9% | -9.0% | -32.4% |
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