-45.0%
RIG vs CSGP
+41.1%
-86.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.8% |
| 7D | -2.7% | -5.1% | +2.4% | -0.8% |
| 30D | +9.5% | +0.3% | +9.2% | +8.8% |
| 3M | -6.6% | -9.1% | +2.5% | -4.8% |
| 6M | -2.9% | -37.3% | +34.4% | +14.4% |
| YTD | +39.5% | -54.9% | +94.3% | +85.4% |
| 1Y | +82.3% | -65.5% | +147.8% | +172.2% |
| 3Y | -29.6% | -63.3% | +33.7% | +0.3% |
| 5Y | +63.2% | -65.8% | +129.0% | +137.0% |
| 10Y | -45.0% | +40.1% | -85.1% | -43.4% |
| All | -45.0% | +41.1% | -86.1% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling