+73.0%
CF vs TRGP
+252.7%
-179.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +14.8% | +11.5% | +3.3% | +10.6% |
| 3M | +14.1% | +9.0% | +5.1% | +10.7% |
| 6M | +28.5% | +20.5% | +8.0% | +21.2% |
| YTD | +74.9% | +59.5% | +15.4% | +52.5% |
| 1Y | +61.7% | +77.9% | -16.2% | +36.6% |
| All | +73.0% | +252.7% | -179.7% | +25.7% |
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 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