+39.6%
CNH vs TRGP
+637.4%
-597.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.6% |
| 7D | +6.4% | +9.0% | -2.6% | +3.8% |
| 30D | -1.6% | +1.5% | -3.2% | -2.3% |
| 3M | +11.6% | +10.7% | +0.8% | +7.8% |
| 6M | +12.5% | +17.1% | -4.6% | +6.4% |
| YTD | +31.1% | +63.6% | -32.5% | +12.3% |
| 1Y | +17.0% | +77.0% | -60.0% | -2.2% |
| 3Y | +28.7% | +273.2% | -244.4% | -14.6% |
| 5Y | -17.4% | +508.6% | -526.0% | -52.4% |
| 10Y | +105.0% | +817.8% | -712.8% | -10.1% |
| All | +39.6% | +637.4% | -597.7% | -54.0% |
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