-46.9%
CPNG vs RIG
+43.0%
-90.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -7.6% | +19.6% | +11.7% |
| 7D | +20.8% | -18.8% | +39.6% | +20.7% |
| 30D | +20.1% | -1.1% | +21.2% | +19.2% |
| 3M | +1.6% | +4.4% | -2.8% | +0.6% |
| 6M | -15.8% | -20.8% | +4.9% | -15.7% |
| YTD | -27.7% | +32.0% | -59.7% | -36.9% |
| 1Y | -46.9% | +39.7% | -86.7% | -54.7% |
| All | -46.9% | +43.0% | -90.0% | -54.7% |
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