-16.3%
RIG vs CRL
+102.3%
-118.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +5.0% | +4.2% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -0.7% | +11.9% | -12.6% | 0.0% |
| 3M | -3.1% | +20.2% | -23.3% | -1.8% |
| 6M | -16.3% | +107.5% | -123.8% | -5.3% |
| All | -16.3% | +102.3% | -118.6% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling