+152.5%
CNH vs TRGP
+868.8%
-716.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +27.0% | +10.0% | +17.0% | +23.0% |
| 3M | +32.6% | +7.6% | +25.0% | +28.6% |
| 6M | +23.6% | +26.8% | -3.2% | +13.2% |
| YTD | +47.8% | +60.6% | -12.7% | +25.3% |
| 1Y | +21.3% | +82.5% | -61.2% | -1.9% |
| 3Y | +7.0% | +265.0% | -258.1% | -32.3% |
| 5Y | +10.2% | +645.9% | -635.7% | -44.4% |
| All | +152.5% | +868.8% | -716.3% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling