-88.2%
RIG vs CRL
+1,379.5%
-1,467.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | +13.8% | +10.7% | +3.2% | +10.2% |
| 3M | -6.4% | +55.3% | -61.7% | -19.7% |
| 6M | -8.2% | +60.7% | -68.8% | -23.8% |
| YTD | +41.6% | +44.6% | -3.0% | +21.1% |
| 1Y | +88.7% | +77.7% | +11.0% | +49.5% |
| 3Y | -30.9% | +37.6% | -68.5% | -43.1% |
| 5Y | +57.7% | -35.8% | +93.5% | +61.6% |
| 10Y | -39.3% | +241.7% | -281.0% | -64.5% |
| All | -88.2% | +1,379.5% | -1,467.7% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling