-43.7%
RIG vs CTAS
+14,120.4%
-14,164.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.4% |
| 7D | +5.7% | +1.7% | +4.0% | +5.0% |
| 30D | -0.7% | +8.4% | -9.2% | -4.1% |
| 3M | -3.1% | +13.0% | -16.2% | -8.2% |
| 6M | -16.3% | +39.1% | -55.4% | -27.5% |
| YTD | +34.1% | +21.2% | +12.9% | +22.0% |
| 1Y | +38.2% | +21.6% | +16.5% | +25.4% |
| 3Y | -15.3% | +73.2% | -88.5% | -34.3% |
| 5Y | +62.5% | +115.7% | -53.3% | +15.1% |
| 10Y | -46.6% | +816.1% | -862.7% | -75.9% |
| All | -43.7% | +14,120.4% | -14,164.1% | -87.7% |
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