+38.2%
CFG vs TRGP
+84.4%
-46.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | -4.5% | +9.5% | -14.0% | -5.2% |
| 3M | +6.3% | +10.8% | -4.5% | +5.3% |
| 6M | +20.6% | +25.3% | -4.7% | +16.3% |
| YTD | +21.2% | +60.3% | -39.0% | +9.2% |
| 1Y | +38.2% | +84.6% | -46.4% | +17.6% |
| All | +38.2% | +84.4% | -46.2% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling