-11.8%
CAG vs TRGP
+80.7%
-92.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -3.8% | +0.8% | -4.6% | -3.8% |
| 30D | +3.1% | +11.5% | -8.4% | +2.4% |
| 3M | +23.5% | +9.0% | +14.5% | +22.5% |
| 6M | -14.8% | +20.5% | -35.3% | -17.0% |
| YTD | -5.4% | +59.5% | -65.0% | -11.8% |
| 1Y | -11.8% | +77.9% | -89.7% | -18.6% |
| All | -11.8% | +80.7% | -92.5% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling