+112.0%
CF vs TRGP
+415.2%
-303.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.9% |
| 7D | -3.2% | -16.0% | +12.8% | +4.5% |
| 30D | +4.3% | -6.4% | +10.8% | +7.0% |
| 3M | +2.8% | -1.0% | +3.8% | +2.5% |
| 6M | +0.6% | +7.0% | -6.4% | -3.2% |
| YTD | +56.6% | +46.1% | +10.5% | +31.1% |
| 1Y | +49.6% | +58.7% | -9.1% | +20.7% |
| 3Y | +61.5% | +221.9% | -160.4% | -15.6% |
| All | +112.0% | +415.2% | -303.2% | -22.6% |
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