+103.2%
CB vs TRGP
+415.2%
-312.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.3% |
| 7D | +0.2% | -16.0% | +16.2% | +3.1% |
| 30D | +9.1% | -6.4% | +15.5% | +10.0% |
| 3M | +3.4% | -1.0% | +4.4% | +3.1% |
| 6M | +14.1% | +7.0% | +7.1% | +11.9% |
| YTD | +18.0% | +46.1% | -28.1% | +8.7% |
| 1Y | +30.1% | +58.7% | -28.5% | +17.9% |
| 3Y | +71.8% | +221.9% | -150.1% | +27.2% |
| All | +103.2% | +415.2% | -312.0% | +27.5% |
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