+56.0%
RIG vs CNH
-16.3%
+72.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +2.4% |
| 7D | +4.3% | +6.4% | -2.1% | +0.1% |
| 30D | -5.8% | -1.6% | -4.2% | -5.9% |
| 3M | -6.7% | +11.6% | -18.2% | -15.0% |
| 6M | -18.7% | +12.5% | -31.2% | -28.6% |
| YTD | +28.8% | +31.1% | -2.3% | -0.4% |
| 1Y | +28.8% | +17.0% | +11.8% | +7.2% |
| 3Y | -20.0% | +28.7% | -48.7% | -39.3% |
| 5Y | +56.0% | -17.4% | +73.4% | +50.3% |
| All | +56.0% | -16.3% | +72.3% | +50.3% |
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