+54.1%
CCL vs TRGP
+265.9%
-211.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -20.0% | +14.6% | -34.5% | -23.2% |
| 3M | -13.7% | +11.9% | -25.6% | -17.4% |
| 6M | -9.0% | +25.3% | -34.3% | -17.9% |
| YTD | -22.8% | +61.9% | -84.7% | -38.6% |
| 1Y | -25.3% | +87.3% | -112.6% | -45.1% |
| 3Y | +54.1% | +268.0% | -213.9% | +8.3% |
| All | +54.1% | +265.9% | -211.8% | +8.3% |
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