+43.0%
CNH vs TRGP
+600.1%
-557.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.1% |
| 7D | +4.5% | -5.8% | +10.3% | +6.2% |
| 30D | +7.6% | -1.5% | +9.1% | +7.8% |
| 3M | +17.0% | +6.1% | +10.9% | +14.5% |
| 6M | +12.9% | +14.4% | -1.4% | +7.5% |
| YTD | +34.3% | +55.3% | -21.1% | +16.7% |
| 1Y | +28.5% | +69.1% | -40.6% | +8.9% |
| 3Y | +31.9% | +254.3% | -222.4% | -11.3% |
| 5Y | -9.6% | +471.4% | -481.0% | -47.0% |
| 10Y | +106.3% | +773.0% | -666.7% | -8.2% |
| All | +43.0% | +600.1% | -557.1% | -52.2% |
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