-43.5%
CAG vs TRGP
+628.1%
-671.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -2.4% | +8.0% | -10.4% | -2.9% |
| 3M | +9.8% | +8.3% | +1.5% | +9.2% |
| 6M | -10.8% | +23.9% | -34.8% | -12.2% |
| YTD | -10.8% | +59.6% | -70.5% | -13.6% |
| 1Y | -19.0% | +79.4% | -98.4% | -22.1% |
| 3Y | -39.7% | +269.4% | -309.1% | -47.2% |
| All | -43.5% | +628.1% | -671.6% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling