+59.9%
RIG vs CNH
+12.3%
+47.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -2.1% |
| 7D | -8.2% | +1.8% | -10.0% | -9.4% |
| 30D | -0.2% | +32.6% | -32.8% | -16.4% |
| 3M | -2.7% | +29.4% | -32.1% | -19.2% |
| 6M | -7.5% | +26.0% | -33.4% | -23.7% |
| YTD | +38.3% | +52.2% | -14.0% | -0.5% |
| 1Y | +81.8% | +23.9% | +58.0% | +49.9% |
| 3Y | -30.2% | +10.1% | -40.3% | -38.3% |
| 5Y | +59.9% | +13.2% | +46.8% | +25.6% |
| All | +59.9% | +12.3% | +47.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling