+2,185.1%
TRGP vs CNI
+383.0%
+1,802.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.4% |
| 7D | -0.7% | +0.9% | -1.6% | -1.4% |
| 30D | +9.5% | -2.1% | +11.6% | +11.1% |
| 3M | +10.8% | +1.8% | +9.0% | +8.6% |
| 6M | +25.3% | +14.8% | +10.5% | +9.9% |
| YTD | +60.3% | +25.4% | +34.9% | +29.4% |
| 1Y | +84.6% | +32.9% | +51.6% | +41.1% |
| 3Y | +264.4% | +20.2% | +244.2% | +188.8% |
| 5Y | +636.6% | +12.2% | +624.4% | +503.0% |
| 10Y | +848.9% | +136.0% | +712.9% | +320.4% |
| All | +2,185.1% | +383.0% | +1,802.1% | +590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling