+113.8%
CF vs TRGP
+500.4%
-386.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.7% |
| 7D | +5.4% | +9.0% | -3.7% | +1.3% |
| 30D | +6.5% | +1.5% | +5.0% | +5.3% |
| 3M | +4.6% | +10.7% | -6.1% | -0.9% |
| 6M | -3.3% | +17.1% | -20.4% | -10.8% |
| YTD | +63.9% | +63.6% | +0.3% | +30.2% |
| 1Y | +50.4% | +77.0% | -26.5% | +15.3% |
| 3Y | +68.2% | +273.2% | -204.9% | -18.6% |
| 5Y | +113.8% | +508.6% | -394.8% | -31.1% |
| All | +113.8% | +500.4% | -386.6% | -31.1% |
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