+4,405.6%
CNC vs RIG
-79.1%
+4,484.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.7% |
| 30D | -1.8% | +9.5% | -11.3% | -2.9% |
| 3M | -0.7% | -6.6% | +6.0% | -0.2% |
| 6M | +47.9% | -2.9% | +50.8% | +47.7% |
| YTD | +56.9% | +39.5% | +17.5% | +50.0% |
| 1Y | +123.9% | +82.3% | +41.6% | +106.5% |
| 3Y | -1.3% | -29.6% | +28.3% | -1.9% |
| 5Y | +2.8% | +63.2% | -60.4% | -13.5% |
| 10Y | +90.9% | -45.0% | +135.9% | +49.3% |
| All | +4,405.6% | -79.1% | +4,484.7% | +2,991.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling