-29.1%
RIG vs CNP
+53.5%
-82.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | +9.5% | -0.8% | +10.3% | +9.6% |
| 3M | -6.6% | -3.6% | -3.1% | -6.2% |
| 6M | -2.9% | -6.9% | +4.1% | -2.0% |
| YTD | +39.5% | +6.4% | +33.0% | +38.1% |
| 1Y | +82.3% | +9.9% | +72.3% | +79.9% |
| All | -29.1% | +53.5% | -82.6% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling