+39.7%
RIG vs CRL
+85.3%
-45.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.3% | -0.4% | -7.4% |
| 7D | -18.8% | -12.8% | -6.0% | -18.6% |
| 30D | -1.1% | +5.0% | -6.1% | -0.5% |
| 3M | +4.4% | +39.4% | -35.0% | +7.3% |
| 6M | -20.8% | +89.4% | -110.1% | -16.5% |
| YTD | +32.0% | +63.6% | -31.6% | +42.1% |
| 1Y | +39.7% | +83.5% | -43.7% | +47.1% |
| All | +39.7% | +85.3% | -45.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling