+2,953.7%
CLS vs TRGP
+868.8%
+2,084.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +5.0% | -0.6% | +5.5% | +5.2% |
| 30D | +4.8% | +10.0% | -5.2% | +0.8% |
| 3M | -10.4% | +7.6% | -18.0% | -13.9% |
| 6M | +20.8% | +26.8% | -6.0% | +8.7% |
| YTD | +10.0% | +60.6% | -50.5% | -9.5% |
| 1Y | +28.5% | +82.5% | -53.9% | +0.3% |
| 3Y | +1,292.2% | +265.0% | +1,027.2% | +777.5% |
| 5Y | +3,616.8% | +645.9% | +2,970.9% | +1,737.9% |
| All | +2,953.7% | +868.8% | +2,084.9% | +975.7% |
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 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