+639.5%
CEG vs TRGP
+454.8%
+184.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.4% |
| 7D | +8.0% | +0.8% | +7.3% | +7.6% |
| 30D | +12.9% | +11.5% | +1.4% | +6.7% |
| 3M | +13.2% | +9.0% | +4.2% | +7.6% |
| 6M | -7.0% | +20.5% | -27.5% | -16.5% |
| YTD | -15.0% | +59.5% | -74.5% | -34.0% |
| 1Y | -2.7% | +77.9% | -80.6% | -29.7% |
| 3Y | +184.1% | +253.6% | -69.5% | +55.3% |
| All | +639.5% | +454.8% | +184.6% | +251.7% |
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