-19.4%
CDE vs TRGP
+2,242.0%
-2,261.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +15.7% | +9.5% | +6.2% | +12.2% |
| 3M | +30.5% | +10.8% | +19.7% | +24.9% |
| 6M | -7.4% | +25.3% | -32.7% | -15.3% |
| YTD | +17.9% | +60.3% | -42.3% | -0.3% |
| 1Y | +46.7% | +84.6% | -37.8% | +18.1% |
| 3Y | +851.3% | +264.4% | +586.9% | +519.0% |
| 5Y | +202.9% | +636.6% | -433.6% | +62.6% |
| 10Y | +58.2% | +848.9% | -790.7% | -34.3% |
| All | -19.4% | +2,242.0% | -2,261.4% | -81.9% |
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