+41.1%
CLS vs TRGP
+80.7%
-39.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.6% |
| 7D | +4.6% | +0.8% | +3.8% | +4.7% |
| 30D | -13.9% | +11.5% | -25.4% | -12.5% |
| 3M | -26.6% | +9.0% | -35.6% | -25.6% |
| 6M | +15.4% | +20.5% | -5.1% | +15.6% |
| YTD | +5.7% | +59.5% | -53.9% | +1.4% |
| 1Y | +41.1% | +77.9% | -36.8% | +34.5% |
| All | +41.1% | +80.7% | -39.6% | +34.5% |
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 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