-79.7%
RIG vs CNI
+6,516.9%
-6,596.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.4% |
| 7D | -3.1% | -0.4% | -2.7% | -2.8% |
| 30D | -0.5% | -2.7% | +2.2% | +1.2% |
| 3M | -6.0% | +3.9% | -9.9% | -8.9% |
| 6M | -10.1% | +16.4% | -26.5% | -20.6% |
| YTD | +37.3% | +25.8% | +11.5% | +14.7% |
| 1Y | +73.9% | +32.4% | +41.5% | +39.9% |
| 3Y | -30.2% | +19.1% | -49.2% | -39.8% |
| 5Y | +62.5% | +13.6% | +48.9% | +46.7% |
| 10Y | -42.3% | +136.8% | -179.1% | -64.9% |
| All | -79.7% | +6,516.9% | -6,596.6% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling