+8.7%
CNH vs TRGP
+631.5%
-622.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -6.1% |
| 7D | +8.8% | -0.6% | +9.4% | +9.0% |
| 30D | +24.7% | +14.6% | +10.1% | +17.9% |
| 3M | +27.3% | +11.9% | +15.4% | +20.6% |
| 6M | +23.2% | +25.3% | -2.1% | +10.6% |
| YTD | +48.9% | +61.9% | -12.9% | +19.6% |
| 1Y | +19.4% | +87.3% | -67.9% | -10.8% |
| 3Y | +7.8% | +268.0% | -260.2% | -45.8% |
| 5Y | +8.7% | +638.2% | -629.5% | -63.7% |
| All | +8.7% | +631.5% | -622.7% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling