+848.2%
CLS vs TRGP
+267.3%
+580.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.8% | +6.4% |
| 7D | +2.8% | +2.4% | +0.4% | +1.8% |
| 30D | -30.1% | +0.8% | -30.9% | -30.2% |
| 3M | -21.7% | +10.4% | -32.1% | -26.4% |
| 6M | -36.2% | +16.3% | -52.5% | -43.4% |
| YTD | -17.8% | +61.1% | -78.9% | -43.8% |
| 1Y | -26.8% | +71.6% | -98.4% | -52.3% |
| All | +848.2% | +267.3% | +580.9% | +345.1% |
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 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