-87.2%
RIG vs CSGP
+3,294.4%
-3,381.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.4% | +3.7% |
| 7D | -24.5% | +1.3% | -25.8% | -24.9% |
| 30D | -2.8% | +10.7% | -13.5% | -5.7% |
| 3M | +1.6% | +3.3% | -1.7% | -0.4% |
| 6M | -15.9% | -10.3% | -5.6% | -15.7% |
| YTD | +26.9% | -54.6% | +81.4% | +45.1% |
| 1Y | +34.4% | -54.6% | +89.0% | +53.6% |
| 3Y | -21.2% | -60.3% | +39.1% | -7.6% |
| 5Y | +46.4% | -63.3% | +109.7% | +72.3% |
| 10Y | -45.8% | +66.5% | -112.3% | -51.0% |
| All | -87.2% | +3,294.4% | -3,381.6% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling