+620.9%
TRGP vs CNI
+12.6%
+608.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +0.1% | -0.4% | +0.4% | +0.2% |
| 30D | +8.0% | -2.7% | +10.7% | +9.3% |
| 3M | +8.3% | +3.9% | +4.3% | +6.0% |
| 6M | +23.9% | +16.4% | +7.6% | +14.2% |
| YTD | +59.6% | +25.8% | +33.8% | +40.9% |
| 1Y | +79.4% | +32.4% | +47.0% | +53.8% |
| 3Y | +269.4% | +19.1% | +250.4% | +223.0% |
| All | +620.9% | +12.6% | +608.3% | +534.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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