+56.2%
RIG vs CRS
+1,363.4%
-1,307.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -3.1% | -6.8% | +3.7% | -0.5% |
| 30D | -0.5% | -16.1% | +15.6% | +6.1% |
| 3M | -6.0% | -21.2% | +15.2% | +1.8% |
| 6M | -10.1% | +8.7% | -18.8% | -17.0% |
| YTD | +37.3% | +41.0% | -3.7% | +12.4% |
| 1Y | +73.9% | +82.7% | -8.7% | +25.3% |
| 3Y | -30.2% | +604.8% | -635.0% | -75.7% |
| All | +56.2% | +1,363.4% | -1,307.2% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling