+73.9%
RIG vs CNP
+5.6%
+68.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | -1.4% | -1.7% | -2.9% |
| 30D | -0.5% | -2.9% | +2.4% | 0.0% |
| 3M | -6.0% | -7.5% | +1.6% | -4.2% |
| 6M | -10.1% | -7.9% | -2.2% | -8.5% |
| YTD | +37.3% | +3.7% | +33.5% | +31.2% |
| 1Y | +73.9% | +4.6% | +69.3% | +61.7% |
| All | +73.9% | +5.6% | +68.3% | +61.7% |
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