+342.9%
CNP vs TRGP
+2,231.3%
-1,888.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | -1.8% | +11.5% | -13.3% | -4.0% |
| 3M | -4.6% | +9.0% | -13.6% | -6.5% |
| 6M | -8.8% | +20.5% | -29.3% | -12.4% |
| YTD | +5.2% | +59.5% | -54.3% | -4.4% |
| 1Y | +8.3% | +77.9% | -69.6% | -4.0% |
| 3Y | +54.9% | +253.6% | -198.7% | +17.8% |
| 5Y | +73.5% | +615.5% | -542.0% | +13.0% |
| 10Y | +139.1% | +897.1% | -758.0% | +25.1% |
| All | +342.9% | +2,231.3% | -1,888.4% | +64.2% |
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