-41.2%
RIG vs CNH
+157.1%
-198.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +3.2% |
| 7D | -4.2% | -2.5% | -1.7% | -2.8% |
| 30D | -0.7% | +27.0% | -27.7% | -18.7% |
| 3M | -4.0% | +32.6% | -36.6% | -26.2% |
| 6M | -6.3% | +23.6% | -29.9% | -26.8% |
| YTD | +39.7% | +47.8% | -8.1% | -6.2% |
| 1Y | +78.1% | +21.3% | +56.8% | +38.7% |
| 3Y | -29.5% | +7.0% | -36.4% | -41.0% |
| 5Y | +65.3% | +10.2% | +55.2% | +27.6% |
| All | -41.2% | +157.1% | -198.2% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling