+192.5%
CCI vs TRGP
+2,265.4%
-2,072.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | +0.5% | +14.6% | -14.1% | -0.9% |
| 3M | -16.3% | +11.9% | -28.2% | -17.3% |
| 6M | -13.9% | +25.3% | -39.2% | -16.1% |
| YTD | -12.4% | +61.9% | -74.3% | -16.8% |
| 1Y | -15.2% | +87.3% | -102.5% | -20.7% |
| 3Y | -9.9% | +268.0% | -277.9% | -22.3% |
| 5Y | -50.8% | +638.2% | -689.1% | -60.6% |
| 10Y | +18.3% | +821.9% | -803.6% | -13.7% |
| All | +192.5% | +2,265.4% | -2,072.8% | +55.5% |
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 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