+5.6%
CNC vs RIG
+59.7%
-54.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.8% |
| 30D | -1.0% | -0.5% | -0.4% | -1.0% |
| 3M | +4.5% | -6.0% | +10.5% | +4.7% |
| 6M | +85.2% | -10.1% | +95.4% | +85.8% |
| YTD | +61.4% | +37.3% | +24.1% | +59.2% |
| 1Y | +94.9% | +73.9% | +21.0% | +90.2% |
| 3Y | 0.0% | -30.2% | +30.2% | +1.3% |
| All | +5.6% | +59.7% | -54.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling