-32.5%
CBRS vs TRGP
+10.4%
-42.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.2% | +11.5% | +9.6% |
| 7D | +17.3% | +0.8% | +16.5% | +17.8% |
| 30D | -2.0% | +11.5% | -13.5% | +4.3% |
| 3M | -2.5% | +9.0% | -11.5% | +5.0% |
| All | -32.5% | +10.4% | -42.9% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling