+973.9%
CNC vs TRGP
+2,242.0%
-1,268.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.8% | +9.5% | -13.2% | -5.2% |
| 3M | -3.2% | +10.8% | -14.1% | -5.1% |
| 6M | +47.9% | +25.3% | +22.5% | +42.1% |
| YTD | +55.7% | +60.3% | -4.6% | +43.6% |
| 1Y | +106.2% | +84.6% | +21.7% | +85.6% |
| 3Y | -2.1% | +264.4% | -266.4% | -23.1% |
| 5Y | +3.4% | +636.6% | -633.2% | -29.0% |
| 10Y | +91.7% | +848.9% | -757.3% | +11.7% |
| All | +973.9% | +2,242.0% | -1,268.1% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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