-50.7%
RIG vs CSGP
+61.5%
-112.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.2% |
| 7D | -12.2% | -3.2% | -9.0% | -11.5% |
| 30D | -6.0% | +2.2% | -8.2% | -8.6% |
| 3M | -9.4% | -3.7% | -5.8% | -10.7% |
| 6M | -19.1% | -7.4% | -11.6% | -19.9% |
| YTD | +25.4% | -54.9% | +80.3% | +63.3% |
| 1Y | +23.3% | -54.9% | +78.2% | +60.2% |
| 3Y | -22.1% | -61.9% | +39.8% | +7.2% |
| 5Y | +50.1% | -63.1% | +113.3% | +106.2% |
| 10Y | -50.7% | +65.1% | -115.8% | -43.9% |
| All | -50.7% | +61.5% | -112.1% | -43.9% |
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