-7.1%
CMG vs TRGP
+260.3%
-267.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | +10.9% | +8.0% | +2.9% | +9.6% |
| 3M | +15.8% | +8.3% | +7.6% | +14.2% |
| 6M | +6.9% | +23.9% | -17.0% | +2.6% |
| YTD | -2.2% | +59.6% | -61.8% | -10.8% |
| 1Y | -7.1% | +79.4% | -86.5% | -17.5% |
| 3Y | -7.1% | +269.4% | -276.6% | -20.1% |
| All | -7.1% | +260.3% | -267.4% | -20.1% |
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