+287.5%
CAH vs TRGP
+863.3%
-575.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +0.2% | +8.0% | -7.9% | -1.1% |
| 3M | +6.3% | +8.3% | -2.0% | +4.7% |
| 6M | +9.4% | +23.9% | -14.5% | +5.2% |
| YTD | +15.0% | +59.6% | -44.7% | +6.1% |
| 1Y | +55.4% | +79.4% | -24.0% | +40.5% |
| 3Y | +173.8% | +269.4% | -95.6% | +116.9% |
| 5Y | +395.2% | +641.6% | -246.5% | +245.5% |
| All | +287.5% | +863.3% | -575.8% | +148.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling