-85.6%
RIG vs CNH
+36.2%
-121.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.5% |
| 7D | +5.7% | +3.0% | +2.7% | +2.4% |
| 30D | -0.7% | -0.6% | -0.1% | -1.8% |
| 3M | -3.1% | +14.6% | -17.8% | -16.0% |
| 6M | -16.3% | +11.8% | -28.1% | -29.1% |
| YTD | +34.1% | +30.4% | +3.7% | -2.0% |
| 1Y | +38.2% | +19.1% | +19.1% | +7.5% |
| 3Y | -15.3% | +30.2% | -45.5% | -40.8% |
| 5Y | +62.5% | -17.8% | +80.3% | +58.7% |
| 10Y | -46.6% | +103.9% | -150.5% | -73.7% |
| All | -85.6% | +36.2% | -121.8% | -92.6% |
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 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