-85.7%
RIG vs CSGP
+3,334.4%
-3,420.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | +0.9% | -4.1% | +4.9% | +1.7% |
| 30D | +13.8% | +2.3% | +11.5% | +13.0% |
| 3M | -6.4% | -8.2% | +1.8% | -5.6% |
| 6M | -8.2% | -35.1% | +26.9% | -0.8% |
| YTD | +41.6% | -54.0% | +95.7% | +63.3% |
| 1Y | +88.7% | -65.3% | +154.0% | +130.4% |
| 3Y | -30.9% | -62.6% | +31.7% | -17.2% |
| 5Y | +57.7% | -64.8% | +122.5% | +89.0% |
| 10Y | -39.3% | +45.1% | -84.3% | -43.3% |
| All | -85.7% | +3,334.4% | -3,420.1% | -92.3% |
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