-92.6%
RIG vs CVE
+61.8%
-154.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.2% |
| 7D | -24.5% | -16.1% | -8.4% | -12.4% |
| 30D | -2.8% | -10.4% | +7.6% | +6.7% |
| 3M | +1.6% | -2.4% | +3.9% | +3.4% |
| 6M | -15.9% | -4.4% | -11.5% | -13.4% |
| YTD | +26.9% | +64.9% | -38.1% | -17.8% |
| 1Y | +34.4% | +66.0% | -31.7% | -13.6% |
| 3Y | -21.2% | +57.7% | -78.9% | -45.6% |
| 5Y | +46.4% | +144.7% | -98.4% | -25.7% |
| 10Y | -45.8% | +139.2% | -185.0% | -74.5% |
| All | -92.6% | +61.8% | -154.4% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling