-3.1%
CMG vs TRGP
+628.1%
-631.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +15.8% | +8.3% | +7.6% | +13.3% |
| 6M | +6.9% | +23.9% | -17.0% | +0.8% |
| YTD | -2.2% | +59.6% | -61.8% | -13.7% |
| 1Y | -7.1% | +79.4% | -86.5% | -20.9% |
| 3Y | -7.1% | +269.4% | -276.6% | -36.5% |
| All | -3.1% | +628.1% | -631.2% | -45.5% |
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 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