-42.6%
CCL vs TRGP
+863.3%
-905.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -17.8% | +8.0% | -25.8% | -21.7% |
| 3M | -18.7% | +8.3% | -26.9% | -23.8% |
| 6M | -11.4% | +23.9% | -35.3% | -24.3% |
| YTD | -24.3% | +59.6% | -83.9% | -44.5% |
| 1Y | -28.8% | +79.4% | -108.2% | -51.6% |
| 3Y | +49.3% | +269.4% | -220.1% | -34.8% |
| 5Y | +1.6% | +641.6% | -640.0% | -70.4% |
| All | -42.6% | +863.3% | -905.9% | -89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling