+163.9%
CCJ vs TRGP
+504.4%
-340.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -0.8% | +12.4% | -13.2% | -6.2% |
| 30D | -13.2% | +2.6% | -15.8% | -14.7% |
| 3M | -27.6% | +11.9% | -39.5% | -32.4% |
| 6M | -38.7% | +13.9% | -52.6% | -44.1% |
| YTD | -22.7% | +64.2% | -86.9% | -43.4% |
| 1Y | -17.6% | +78.5% | -96.1% | -42.6% |
| 3Y | +62.7% | +272.9% | -210.2% | -37.0% |
| All | +163.9% | +504.4% | -340.4% | -38.4% |
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