+43.5%
CG vs TRGP
+273.0%
-229.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.9% |
| 7D | -1.5% | +9.0% | -10.5% | -5.0% |
| 30D | +5.7% | +1.5% | +4.2% | +4.3% |
| 3M | -17.9% | +10.7% | -28.6% | -22.5% |
| 6M | -20.2% | +17.1% | -37.3% | -27.8% |
| YTD | -32.0% | +63.6% | -95.6% | -50.1% |
| 1Y | -27.0% | +77.0% | -104.0% | -49.1% |
| All | +43.5% | +273.0% | -229.5% | -31.8% |
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