-30.2%
RIG vs CNI
+19.7%
-49.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -0.5% | -2.7% | +2.2% | +0.8% |
| 3M | -6.0% | +3.9% | -9.9% | -8.5% |
| 6M | -10.1% | +16.4% | -26.5% | -19.6% |
| YTD | +37.3% | +25.8% | +11.5% | +15.8% |
| 1Y | +73.9% | +32.4% | +41.5% | +41.1% |
| 3Y | -30.2% | +19.1% | -49.2% | -40.5% |
| All | -30.2% | +19.7% | -49.9% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling