+604.3%
CEG vs TRGP
+455.2%
+149.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | +2.3% | +8.0% | -5.7% | -1.6% |
| 3M | +15.6% | +8.3% | +7.3% | +10.4% |
| 6M | -5.0% | +23.9% | -28.9% | -15.9% |
| YTD | -19.0% | +59.6% | -78.7% | -37.2% |
| 1Y | -10.0% | +79.4% | -89.4% | -35.2% |
| 3Y | +163.9% | +269.4% | -105.5% | +41.6% |
| All | +604.3% | +455.2% | +149.1% | +234.9% |
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 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