-18.7%
RIG vs CRL
+99.6%
-118.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.3% | +8.9% | -4.6% | +2.1% |
| 30D | -5.8% | +14.0% | -19.8% | -8.6% |
| 3M | -6.7% | +19.8% | -26.5% | -10.5% |
| 6M | -18.7% | +102.0% | -120.7% | -31.7% |
| YTD | +28.8% | +70.8% | -42.0% | +11.9% |
| 1Y | +28.8% | +98.7% | -69.9% | +6.2% |
| All | -18.7% | +99.6% | -118.2% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling