+94.9%
CNC vs RIG
+77.2%
+17.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.7% |
| 7D | -0.9% | -3.1% | +2.2% | -0.6% |
| 30D | -1.0% | -0.5% | -0.4% | -1.0% |
| 3M | +4.5% | -6.0% | +10.5% | +4.8% |
| 6M | +85.2% | -10.1% | +95.4% | +86.4% |
| YTD | +61.4% | +37.3% | +24.1% | +61.8% |
| 1Y | +94.9% | +73.9% | +21.0% | +93.3% |
| All | +94.9% | +77.2% | +17.7% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling