-43.7%
RIG vs CNP
+1,108.5%
-1,152.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | +5.7% | +1.3% | +4.4% | +5.3% |
| 30D | -0.7% | +3.8% | -4.5% | -1.8% |
| 3M | -3.1% | +2.4% | -5.5% | -4.0% |
| 6M | -16.3% | -1.2% | -15.1% | -16.4% |
| YTD | +34.1% | +9.3% | +24.9% | +29.8% |
| 1Y | +38.2% | +6.4% | +31.7% | +34.8% |
| 3Y | -15.3% | +66.4% | -81.6% | -28.9% |
| 5Y | +62.5% | +75.7% | -13.2% | +34.1% |
| 10Y | -46.6% | +145.1% | -191.7% | -59.6% |
| All | -43.7% | +1,108.5% | -1,152.2% | -61.9% |
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