+169.4%
CCJ vs TRGP
+261.7%
-92.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | +3.2% | +9.5% | -6.3% | +0.3% |
| 3M | -1.8% | +10.8% | -12.6% | -5.6% |
| 6M | -13.5% | +25.3% | -38.9% | -21.1% |
| YTD | +9.7% | +60.3% | -50.5% | -9.0% |
| 1Y | +30.0% | +84.6% | -54.6% | +1.1% |
| All | +169.4% | +261.7% | -92.3% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling