+357.8%
CNP vs TRGP
+2,254.6%
-1,896.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| YTD | +8.8% | +61.1% | -52.4% | -1.6% |
| 1Y | +5.6% | +71.6% | -66.0% | -5.7% |
| 3Y | +63.2% | +267.5% | -204.3% | +23.1% |
| 5Y | +73.8% | +488.1% | -414.4% | +17.5% |
| 10Y | +144.0% | +803.8% | -659.8% | +29.5% |
| All | +357.8% | +2,254.6% | -1,896.8% | +69.0% |
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