-84.8%
RIG vs CNH
+64.7%
-149.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.9% | -5.8% |
| 7D | +0.9% | +23.3% | -22.4% | -14.1% |
| 30D | +13.8% | +33.5% | -19.6% | -9.7% |
| 3M | -6.4% | +32.7% | -39.1% | -27.3% |
| 6M | -8.2% | +22.2% | -30.3% | -26.4% |
| YTD | +41.6% | +57.7% | -16.0% | -7.6% |
| 1Y | +88.7% | +28.0% | +60.7% | +43.0% |
| 3Y | -30.9% | +11.5% | -42.4% | -43.2% |
| 5Y | +57.7% | +11.9% | +45.8% | +24.4% |
| 10Y | -39.3% | +162.8% | -202.0% | -74.5% |
| All | -84.8% | +64.7% | -149.5% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling