+40.9%
RIG vs CVE
+142.8%
-101.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.3% |
| 7D | -24.5% | -16.1% | -8.4% | -10.0% |
| 30D | -2.8% | -10.4% | +7.6% | +8.4% |
| 3M | +1.6% | -2.4% | +3.9% | +3.3% |
| 6M | -15.9% | -4.4% | -11.5% | -13.5% |
| YTD | +26.9% | +64.9% | -38.1% | -26.6% |
| 1Y | +34.4% | +66.0% | -31.7% | -23.1% |
| 3Y | -21.2% | +57.7% | -78.9% | -51.8% |
| All | +40.9% | +142.8% | -101.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling