-31.9%
CEG vs TRGP
+89.5%
-121.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.2% | -6.8% |
| 7D | -4.8% | -6.5% | +1.7% | -5.0% |
| 30D | -8.2% | -0.4% | -7.7% | -7.7% |
| 3M | -7.9% | +8.8% | -16.7% | -6.9% |
| 6M | -23.2% | +11.0% | -34.2% | -22.2% |
| YTD | -30.1% | +57.4% | -87.5% | -27.2% |
| 1Y | -31.9% | +87.9% | -119.8% | -25.4% |
| All | -31.9% | +89.5% | -121.4% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling