+39.7%
RIG vs CSGP
-53.2%
+93.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.0% | -11.7% | -7.3% |
| 7D | -18.8% | +18.3% | -37.1% | -18.0% |
| 30D | -1.1% | +17.8% | -18.9% | -0.6% |
| 3M | +4.4% | +9.3% | -4.8% | +4.7% |
| 6M | -20.8% | -7.9% | -12.9% | -20.5% |
| YTD | +32.0% | -51.5% | +83.5% | +36.7% |
| 1Y | +39.7% | -53.3% | +93.1% | +45.1% |
| All | +39.7% | -53.2% | +93.0% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling