+165.0%
CMI vs TRGP
+628.1%
-463.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -12.4% | +8.0% | -20.4% | -14.9% |
| 3M | -14.8% | +8.3% | -23.0% | -17.6% |
| 6M | +0.8% | +23.9% | -23.1% | -7.9% |
| YTD | +10.2% | +59.6% | -49.4% | -8.7% |
| 1Y | +37.4% | +79.4% | -42.0% | +8.2% |
| 3Y | +153.3% | +269.4% | -116.2% | +51.8% |
| All | +165.0% | +628.1% | -463.1% | +13.8% |
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