-30.2%
RIG vs CRS
+612.2%
-642.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -3.1% | -6.8% | +3.7% | -1.2% |
| 30D | -0.5% | -16.1% | +15.6% | +4.3% |
| 3M | -6.0% | -21.2% | +15.2% | -0.3% |
| 6M | -10.1% | +8.7% | -18.8% | -15.6% |
| YTD | +37.3% | +41.0% | -3.7% | +16.9% |
| 1Y | +73.9% | +82.7% | -8.7% | +33.5% |
| 3Y | -30.2% | +604.8% | -635.0% | -65.8% |
| All | -30.2% | +612.2% | -642.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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