+855.6%
CAH vs TRGP
+2,265.4%
-1,409.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.9% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +1.7% | +14.6% | -12.8% | -0.4% |
| 3M | +17.9% | +11.9% | +5.9% | +15.6% |
| 6M | +10.9% | +25.3% | -14.3% | +6.9% |
| YTD | +17.9% | +61.9% | -44.0% | +9.3% |
| 1Y | +61.7% | +87.3% | -25.6% | +46.6% |
| 3Y | +183.7% | +268.0% | -84.3% | +130.0% |
| 5Y | +401.3% | +638.2% | -236.9% | +262.9% |
| 10Y | +293.7% | +821.9% | -528.3% | +154.6% |
| All | +855.6% | +2,265.4% | -1,409.7% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling