+62.0%
CFG vs TRGP
+415.2%
-353.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | +0.1% |
| 7D | -0.9% | -16.0% | +15.1% | +5.8% |
| 30D | +1.1% | -6.4% | +7.5% | +3.1% |
| 3M | -12.0% | -1.0% | -11.0% | -12.7% |
| 6M | -2.2% | +7.0% | -9.2% | -7.0% |
| YTD | +11.4% | +46.1% | -34.7% | -9.0% |
| 1Y | +27.8% | +58.7% | -30.8% | +0.3% |
| 3Y | +173.3% | +221.9% | -48.6% | +52.4% |
| All | +62.0% | +415.2% | -353.1% | -32.5% |
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