+1,284.2%
CLS vs TRGP
+261.7%
+1,022.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | +20.1% | -0.7% | +20.8% | +20.6% |
| 30D | +6.0% | +9.5% | -3.4% | +0.2% |
| 3M | -10.3% | +10.8% | -21.1% | -17.4% |
| 6M | +24.5% | +25.3% | -0.8% | +3.9% |
| YTD | +12.9% | +60.3% | -47.4% | -21.8% |
| 1Y | +36.7% | +84.6% | -47.9% | -16.1% |
| All | +1,284.2% | +261.7% | +1,022.5% | +571.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling