+99.4%
CB vs TRGP
+639.4%
-540.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -3.1% | +9.5% | -12.5% | -4.7% |
| 3M | +4.2% | +10.8% | -6.7% | +2.0% |
| 6M | +4.7% | +25.3% | -20.6% | 0.0% |
| YTD | +8.8% | +60.3% | -51.4% | -0.9% |
| 1Y | +22.6% | +84.6% | -61.9% | +8.3% |
| 3Y | +70.6% | +264.4% | -193.7% | +24.3% |
| 5Y | +99.4% | +636.6% | -537.1% | +16.5% |
| All | +99.4% | +639.4% | -540.0% | +16.5% |
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 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