-28.6%
RIG vs CSGP
-61.9%
+33.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | +0.9% | -4.1% | +4.9% | +1.8% |
| 30D | +13.8% | +2.3% | +11.5% | +12.7% |
| 3M | -6.4% | -8.2% | +1.8% | -4.9% |
| 6M | -8.2% | -35.1% | +26.9% | +3.6% |
| YTD | +41.6% | -54.0% | +95.7% | +80.1% |
| 1Y | +88.7% | -65.3% | +154.0% | +173.4% |
| All | -28.6% | -61.9% | +33.3% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling