-40.5%
RIG vs CNP
+1,063.9%
-1,104.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | +13.8% | -1.8% | +15.6% | +14.3% |
| 3M | -6.4% | -4.6% | -1.8% | -5.3% |
| 6M | -8.2% | -8.8% | +0.7% | -5.9% |
| YTD | +41.6% | +5.2% | +36.4% | +38.8% |
| 1Y | +88.7% | +8.3% | +80.4% | +83.3% |
| 3Y | -30.9% | +54.9% | -85.7% | -40.7% |
| 5Y | +57.7% | +73.5% | -15.8% | +30.6% |
| 10Y | -39.3% | +139.1% | -178.4% | -53.7% |
| All | -40.5% | +1,063.9% | -1,104.4% | -59.3% |
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