+69.9%
CNP vs TRGP
+639.4%
-569.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -0.1% | +9.5% | -9.5% | -1.9% |
| 3M | -5.6% | +10.8% | -16.4% | -7.7% |
| 6M | -7.5% | +25.3% | -32.8% | -11.8% |
| YTD | +5.5% | +60.3% | -54.8% | -4.3% |
| 1Y | +8.3% | +84.6% | -76.2% | -4.7% |
| 3Y | +51.8% | +264.4% | -212.6% | +10.5% |
| 5Y | +69.9% | +636.6% | -566.7% | +9.1% |
| All | +69.9% | +639.4% | -569.6% | +9.1% |
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