+656.8%
CMI vs TRGP
+2,246.2%
-1,589.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -12.8% | +10.0% | -22.7% | -14.8% |
| 3M | -12.4% | +7.6% | -20.0% | -14.3% |
| 6M | -0.9% | +26.8% | -27.7% | -6.9% |
| YTD | +8.9% | +60.6% | -51.7% | -3.2% |
| 1Y | +37.7% | +82.5% | -44.8% | +18.5% |
| 3Y | +148.9% | +265.0% | -116.2% | +82.6% |
| 5Y | +164.4% | +645.9% | -481.5% | +64.7% |
| 10Y | +506.9% | +850.6% | -343.7% | +210.3% |
| All | +656.8% | +2,246.2% | -1,589.4% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling