-89.3%
RIG vs CRL
+1,647.7%
-1,737.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +4.3% | +8.9% | -4.6% | +1.3% |
| 30D | -5.8% | +14.0% | -19.8% | -9.9% |
| 3M | -6.7% | +19.8% | -26.5% | -12.3% |
| 6M | -18.7% | +102.0% | -120.7% | -36.6% |
| YTD | +28.8% | +70.8% | -42.0% | +4.0% |
| 1Y | +28.8% | +98.7% | -69.9% | -1.4% |
| 3Y | -20.0% | +98.2% | -118.2% | -41.7% |
| 5Y | +56.0% | -11.7% | +67.7% | +44.9% |
| 10Y | -48.7% | +356.7% | -405.4% | -72.6% |
| All | -89.3% | +1,647.7% | -1,737.0% | -96.1% |
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