+59.9%
RIG vs CNP
+70.6%
-10.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -8.2% | +0.7% | -8.9% | -8.4% |
| 30D | -0.2% | -0.1% | -0.1% | -0.2% |
| 3M | -2.7% | -5.6% | +2.9% | -0.9% |
| 6M | -7.5% | -7.5% | 0.0% | -5.3% |
| YTD | +38.3% | +5.5% | +32.8% | +34.5% |
| 1Y | +81.8% | +8.3% | +73.5% | +75.1% |
| 3Y | -30.2% | +51.8% | -82.0% | -43.7% |
| 5Y | +59.9% | +69.9% | -9.9% | +31.4% |
| All | +59.9% | +70.6% | -10.6% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling