+687.7%
CB vs TRGP
+2,231.3%
-1,543.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | -3.1% | +11.5% | -14.6% | -4.9% |
| 3M | +9.0% | +9.0% | 0.0% | +7.2% |
| 6M | +2.9% | +20.5% | -17.6% | -0.7% |
| YTD | +10.1% | +59.5% | -49.4% | +1.4% |
| 1Y | +22.8% | +77.9% | -55.1% | +10.8% |
| 3Y | +73.8% | +253.6% | -179.8% | +37.5% |
| 5Y | +99.2% | +615.5% | -516.3% | +38.4% |
| 10Y | +218.2% | +897.1% | -678.9% | +84.4% |
| All | +687.7% | +2,231.3% | -1,543.6% | +201.4% |
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