-34.0%
CCL vs TRGP
+822.5%
-856.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -1.2% | +12.4% | -13.6% | -7.4% |
| 30D | +13.1% | +2.6% | +10.5% | +10.3% |
| 3M | +3.4% | +11.9% | -8.5% | -4.8% |
| 6M | +18.7% | +13.9% | +4.8% | +6.0% |
| YTD | -2.3% | +64.2% | -66.4% | -30.6% |
| 1Y | +14.2% | +78.5% | -64.3% | -22.9% |
| 3Y | +133.6% | +272.9% | -139.3% | -0.2% |
| 5Y | +33.5% | +510.7% | -477.2% | -57.6% |
| All | -34.0% | +822.5% | -856.5% | -88.7% |
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