+2,029.3%
CLS vs TRGP
+819.3%
+1,210.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.0% | +4.0% |
| 7D | +23.5% | +9.0% | +14.5% | +19.9% |
| 30D | -28.9% | +1.5% | -30.4% | -29.1% |
| 3M | -25.2% | +10.7% | -35.9% | -28.1% |
| 6M | -32.1% | +17.1% | -49.2% | -36.7% |
| YTD | -14.1% | +63.6% | -77.7% | -29.7% |
| 1Y | -24.1% | +77.0% | -101.0% | -39.6% |
| 3Y | +897.0% | +273.2% | +623.8% | +524.9% |
| 5Y | +2,089.9% | +508.6% | +1,581.3% | +1,053.4% |
| All | +2,029.3% | +819.3% | +1,210.0% | +661.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling