+130.1%
CEG vs TRGP
+267.3%
-137.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +0.9% |
| 7D | +11.8% | +2.4% | +9.4% | +10.5% |
| 30D | -6.5% | +0.8% | -7.3% | -7.0% |
| 3M | -1.2% | +10.4% | -11.5% | -6.5% |
| 6M | -8.0% | +16.3% | -24.3% | -16.5% |
| YTD | -21.9% | +61.1% | -83.0% | -42.1% |
| 1Y | -21.4% | +71.6% | -93.0% | -44.4% |
| All | +130.1% | +267.3% | -137.2% | +14.4% |
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 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