-47.9%
RIG vs CRL
+350.3%
-398.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +5.0% | +4.4% |
| 7D | +5.7% | +0.1% | +5.6% | +5.5% |
| 30D | -0.7% | +11.9% | -12.6% | -5.1% |
| 3M | -3.1% | +20.2% | -23.3% | -10.0% |
| 6M | -16.3% | +107.5% | -123.8% | -38.2% |
| YTD | +34.1% | +69.4% | -35.3% | +4.8% |
| 1Y | +38.2% | +99.7% | -61.6% | +0.2% |
| 3Y | -15.3% | +98.8% | -114.1% | -42.9% |
| 5Y | +62.5% | -12.4% | +74.9% | +55.9% |
| All | -47.9% | +350.3% | -398.1% | -78.5% |
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