+5.5%
CG vs TRGP
+639.4%
-633.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -6.4% | -0.7% | -5.7% | -6.1% |
| 30D | -7.1% | +9.5% | -16.5% | -11.7% |
| 3M | -1.6% | +10.8% | -12.4% | -8.0% |
| 6M | -8.3% | +25.3% | -33.7% | -20.6% |
| YTD | -23.8% | +60.3% | -84.1% | -43.0% |
| 1Y | -28.7% | +84.6% | -113.3% | -51.4% |
| 3Y | +49.2% | +264.4% | -215.2% | -30.5% |
| 5Y | +5.5% | +636.6% | -631.1% | -66.7% |
| All | +5.5% | +639.4% | -633.9% | -66.7% |
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