-42.0%
RIG vs CRS
+7,451.5%
-7,493.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -8.2% | -0.5% | -7.7% | -8.0% |
| 30D | -0.2% | -18.1% | +17.9% | +9.1% |
| 3M | -2.7% | -12.4% | +9.7% | +1.8% |
| 6M | -7.5% | +15.9% | -23.4% | -17.8% |
| YTD | +38.3% | +45.8% | -7.6% | +9.2% |
| 1Y | +81.8% | +87.8% | -5.9% | +25.8% |
| 3Y | -30.2% | +648.7% | -678.9% | -77.2% |
| 5Y | +59.9% | +1,416.6% | -1,356.7% | -64.6% |
| 10Y | -41.9% | +1,412.7% | -1,454.6% | -86.7% |
| All | -42.0% | +7,451.5% | -7,493.4% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling