+2,005.0%
CLS vs TRGP
+495.9%
+1,509.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.8% | +6.6% |
| 7D | +2.8% | +2.4% | +0.4% | +1.9% |
| 30D | -30.1% | +0.8% | -30.9% | -30.2% |
| 3M | -21.7% | +10.4% | -32.1% | -26.1% |
| 6M | -36.2% | +16.3% | -52.5% | -42.6% |
| YTD | -17.8% | +61.1% | -78.9% | -39.9% |
| 1Y | -26.8% | +71.6% | -98.4% | -48.5% |
| 3Y | +853.4% | +267.5% | +585.9% | +375.2% |
| 5Y | +2,005.0% | +488.1% | +1,516.9% | +639.7% |
| All | +2,005.0% | +495.9% | +1,509.1% | +639.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling