-29.7%
RIG vs CRL
+38.7%
-68.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -8.2% | -4.6% | -3.6% | -7.2% |
| 30D | -0.2% | +0.5% | -0.7% | -0.3% |
| 3M | -2.7% | +46.6% | -49.3% | -11.4% |
| 6M | -7.5% | +57.3% | -64.7% | -18.5% |
| YTD | +38.3% | +39.5% | -1.3% | +25.9% |
| 1Y | +81.8% | +76.9% | +5.0% | +52.4% |
| All | -29.7% | +38.7% | -68.3% | -38.5% |
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 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