-50.1%
CCI vs TRGP
+627.0%
-677.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | +0.3% | +10.0% | -9.7% | -1.3% |
| 3M | -20.0% | +7.6% | -27.6% | -21.1% |
| 6M | -14.5% | +26.8% | -41.3% | -18.0% |
| YTD | -14.9% | +60.6% | -75.4% | -21.4% |
| 1Y | -17.7% | +82.5% | -100.1% | -25.6% |
| 3Y | -12.4% | +265.0% | -277.4% | -35.2% |
| 5Y | -50.1% | +645.9% | -696.0% | -65.4% |
| All | -50.1% | +627.0% | -677.1% | -65.4% |
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 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