-45.9%
RIG vs CNP
+1,101.4%
-1,147.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.3% | +2.5% | +1.9% | +3.5% |
| 30D | -5.8% | +4.0% | -9.9% | -7.0% |
| 3M | -6.7% | +1.6% | -8.3% | -7.3% |
| 6M | -18.7% | -1.7% | -17.0% | -18.6% |
| YTD | +28.8% | +8.6% | +20.2% | +24.9% |
| 1Y | +28.8% | +5.8% | +23.0% | +25.9% |
| 3Y | -20.0% | +63.0% | -83.0% | -32.5% |
| 5Y | +56.0% | +74.7% | -18.6% | +29.0% |
| 10Y | -48.7% | +143.7% | -192.4% | -61.2% |
| All | -45.9% | +1,101.4% | -1,147.4% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling