-40.5%
RIG vs CPB
+185.1%
-225.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.2% |
| 7D | +0.9% | -8.6% | +9.5% | +2.5% |
| 30D | +13.8% | -7.2% | +21.1% | +15.3% |
| 3M | -6.4% | +0.9% | -7.3% | -7.0% |
| 6M | -8.2% | -11.8% | +3.6% | -6.7% |
| YTD | +41.6% | -19.4% | +61.1% | +46.4% |
| 1Y | +88.7% | -30.4% | +119.1% | +100.1% |
| 3Y | -30.9% | -40.2% | +9.3% | -25.6% |
| 5Y | +57.7% | -39.5% | +97.2% | +67.4% |
| 10Y | -39.3% | -47.4% | +8.1% | -34.6% |
| All | -40.5% | +185.1% | -225.7% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling