+639.7%
CEG vs TRGP
+462.9%
+176.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.6% |
| 7D | +6.7% | -0.6% | +7.3% | +6.9% |
| 30D | +11.0% | +14.6% | -3.6% | +3.8% |
| 3M | +19.5% | +11.9% | +7.5% | +12.3% |
| 6M | -5.9% | +25.3% | -31.1% | -17.1% |
| YTD | -15.0% | +61.9% | -76.8% | -34.4% |
| 1Y | +0.6% | +87.3% | -86.6% | -29.2% |
| 3Y | +180.6% | +268.0% | -87.4% | +50.8% |
| All | +639.7% | +462.9% | +176.8% | +249.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling