-28.6%
RIG vs CVE
+72.1%
-100.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -1.6% |
| 7D | +0.9% | +2.5% | -1.6% | -1.5% |
| 30D | +13.8% | +16.7% | -2.9% | -2.0% |
| 3M | -6.4% | +9.3% | -15.7% | -14.8% |
| 6M | -8.2% | +43.6% | -51.8% | -37.0% |
| YTD | +41.6% | +93.6% | -51.9% | -28.4% |
| 1Y | +88.7% | +98.8% | -10.0% | -7.5% |
| All | -28.6% | +72.1% | -100.6% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling