+10.9%
CMG vs TRGP
+89.5%
-78.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.5% | +10.4% | +5.4% |
| 7D | +22.5% | -6.5% | +29.0% | +21.8% |
| 30D | +14.1% | -0.4% | +14.5% | +14.0% |
| 3M | +4.1% | +8.8% | -4.7% | +4.7% |
| 6M | +10.1% | +11.0% | -0.9% | +10.7% |
| YTD | -4.9% | +57.4% | -62.2% | -3.9% |
| 1Y | +10.9% | +87.9% | -77.0% | +14.5% |
| All | +10.9% | +89.5% | -78.6% | +14.5% |
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