-40.5%
RIG vs CTAS
+12,500.6%
-12,541.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | +13.8% | -0.2% | +14.0% | +13.8% |
| 3M | -6.4% | +11.7% | -18.1% | -11.3% |
| 6M | -8.2% | +0.7% | -8.9% | -9.7% |
| YTD | +41.6% | +7.4% | +34.2% | +35.6% |
| 1Y | +88.7% | -2.1% | +90.8% | +86.8% |
| 3Y | -30.9% | +62.9% | -93.8% | -44.9% |
| 5Y | +57.7% | +111.9% | -54.2% | +12.7% |
| 10Y | -39.3% | +652.2% | -691.4% | -70.5% |
| All | -40.5% | +12,500.6% | -12,541.1% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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