+39.7%
RIG vs CNP
+8.7%
+31.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.5% | -4.1% | -7.4% |
| 7D | -18.8% | -1.3% | -17.5% | -18.6% |
| 30D | -1.1% | +8.7% | -9.8% | -1.0% |
| 3M | +4.4% | -0.7% | +5.1% | +5.8% |
| 6M | -20.8% | -4.2% | -16.6% | -18.6% |
| YTD | +32.0% | +8.9% | +23.1% | +24.9% |
| 1Y | +39.7% | +8.3% | +31.4% | +34.2% |
| All | +39.7% | +8.7% | +31.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling