+73.8%
CNP vs TRGP
+495.9%
-422.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.3% |
| 7D | -0.1% | +2.4% | -2.5% | -0.6% |
| 30D | +5.0% | +0.8% | +4.2% | +4.7% |
| 3M | +2.7% | +10.4% | -7.7% | +0.4% |
| 6M | -1.9% | +16.3% | -18.1% | -5.3% |
| YTD | +8.8% | +61.1% | -52.4% | -1.8% |
| 1Y | +5.6% | +71.6% | -66.0% | -5.9% |
| 3Y | +63.2% | +267.5% | -204.3% | +17.5% |
| 5Y | +73.8% | +488.1% | -414.4% | +11.3% |
| All | +73.8% | +495.9% | -422.2% | +11.3% |
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