-26.3%
CCL vs TRGP
+2,231.3%
-2,257.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -5.0% | +0.8% | -5.8% | -5.4% |
| 30D | -20.3% | +11.5% | -31.9% | -24.4% |
| 3M | -15.1% | +9.0% | -24.1% | -19.5% |
| 6M | -15.1% | +20.5% | -35.6% | -23.6% |
| YTD | -21.8% | +59.5% | -81.3% | -38.0% |
| 1Y | -24.8% | +77.9% | -102.7% | -43.4% |
| 3Y | +51.9% | +253.6% | -201.7% | -16.0% |
| 5Y | +4.0% | +615.5% | -611.4% | -56.9% |
| 10Y | -42.2% | +897.1% | -939.3% | -83.6% |
| All | -26.3% | +2,231.3% | -2,257.6% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling