+55.2%
RIG vs CSGP
-64.7%
+119.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.1% |
| 7D | +0.9% | -4.1% | +4.9% | +2.0% |
| 30D | +13.8% | +2.3% | +11.5% | +12.5% |
| 3M | -6.4% | -8.2% | +1.8% | -5.0% |
| 6M | -8.2% | -35.1% | +26.9% | +4.2% |
| YTD | +41.6% | -54.0% | +95.7% | +80.1% |
| 1Y | +88.7% | -65.3% | +154.0% | +168.2% |
| 3Y | -30.9% | -62.6% | +31.7% | -6.5% |
| All | +55.2% | -64.7% | +119.9% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling