-29.7%
RIG vs CPB
-40.6%
+10.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -8.2% | -8.0% | -0.2% | -7.7% |
| 30D | -0.2% | -2.4% | +2.2% | 0.0% |
| 3M | -2.7% | +0.5% | -3.3% | -2.8% |
| 6M | -7.5% | -10.5% | +3.0% | -6.2% |
| YTD | +38.3% | -17.5% | +55.8% | +42.1% |
| 1Y | +81.8% | -31.0% | +112.9% | +91.0% |
| All | -29.7% | -40.6% | +10.9% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling