+350.2%
CG vs TRGP
+989.6%
-639.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -4.3% | +0.8% | -5.1% | -4.6% |
| 30D | -5.1% | +11.5% | -16.6% | -8.6% |
| 3M | +8.7% | +9.0% | -0.3% | +4.9% |
| 6M | -9.2% | +20.5% | -29.7% | -15.5% |
| YTD | -18.9% | +59.5% | -78.4% | -31.1% |
| 1Y | -25.6% | +77.9% | -103.5% | -39.3% |
| 3Y | +57.3% | +253.6% | -196.3% | +4.4% |
| 5Y | +10.2% | +615.5% | -605.3% | -40.6% |
| 10Y | +364.2% | +897.1% | -532.9% | +82.5% |
| All | +350.2% | +989.6% | -639.4% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling