+0.4%
CMS vs TRGP
+89.5%
-89.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +1.7% |
| 7D | +4.1% | -6.5% | +10.5% | +4.5% |
| 30D | +10.9% | -0.4% | +11.3% | +10.6% |
| 3M | -0.2% | +8.8% | -9.1% | -1.5% |
| 6M | -4.7% | +11.0% | -15.7% | -6.3% |
| YTD | +3.9% | +57.4% | -53.5% | -1.2% |
| 1Y | +0.4% | +87.9% | -87.5% | -4.0% |
| All | +0.4% | +89.5% | -89.2% | -4.0% |
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