+88.7%
RIG vs CNH
+29.2%
+59.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.9% | -3.2% |
| 7D | +0.9% | +23.3% | -22.4% | -1.4% |
| 30D | +13.8% | +33.5% | -19.6% | +10.3% |
| 3M | -6.4% | +32.7% | -39.1% | -9.3% |
| 6M | -8.2% | +22.2% | -30.3% | -8.1% |
| YTD | +41.6% | +57.7% | -16.0% | +36.3% |
| 1Y | +88.7% | +28.0% | +60.7% | +99.2% |
| All | +88.7% | +29.2% | +59.5% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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