-24.1%
CLS vs TRGP
+75.3%
-99.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.0% | +4.4% |
| 7D | +23.5% | +9.0% | +14.5% | +22.4% |
| 30D | -28.9% | +1.5% | -30.4% | -29.0% |
| 3M | -25.2% | +10.7% | -35.9% | -24.4% |
| 6M | -32.1% | +17.1% | -49.2% | -32.6% |
| YTD | -14.1% | +63.6% | -77.7% | -30.0% |
| 1Y | -24.1% | +77.0% | -101.0% | -41.1% |
| All | -24.1% | +75.3% | -99.4% | -41.1% |
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