-41.2%
RIG vs CNP
+137.1%
-178.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.0% |
| 7D | -4.2% | -2.2% | -2.0% | -2.9% |
| 30D | -0.7% | -2.1% | +1.4% | +0.4% |
| 3M | -4.0% | -7.9% | +3.9% | +0.5% |
| 6M | -6.3% | -8.3% | +2.0% | -2.4% |
| YTD | +39.7% | +3.8% | +35.9% | +34.8% |
| 1Y | +78.1% | +5.9% | +72.2% | +69.6% |
| 3Y | -29.5% | +49.3% | -78.7% | -48.3% |
| 5Y | +65.3% | +69.3% | -3.9% | +9.7% |
| All | -41.2% | +137.1% | -178.2% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling