-41.2%
RIG vs CRL
+249.3%
-290.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.8% |
| 7D | -4.2% | -6.9% | +2.8% | -1.6% |
| 30D | -0.7% | -3.2% | +2.5% | +0.4% |
| 3M | -4.0% | +46.5% | -50.5% | -18.0% |
| 6M | -6.3% | +63.1% | -69.4% | -25.4% |
| YTD | +39.7% | +36.9% | +2.9% | +18.8% |
| 1Y | +78.1% | +78.1% | 0.0% | +34.3% |
| 3Y | -29.5% | +36.7% | -66.1% | -44.4% |
| 5Y | +65.3% | -38.1% | +103.4% | +81.7% |
| All | -41.2% | +249.3% | -290.5% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling