+23.5%
CMS vs TRGP
+620.9%
-597.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | -3.6% | +11.5% | -15.1% | -4.9% |
| 3M | -1.9% | +9.0% | -10.9% | -3.0% |
| 6M | -11.0% | +20.5% | -31.5% | -13.1% |
| YTD | +0.2% | +59.5% | -59.3% | -5.3% |
| 1Y | -1.3% | +77.9% | -79.2% | -8.1% |
| 3Y | +35.9% | +253.6% | -217.6% | +12.5% |
| All | +23.5% | +620.9% | -597.4% | +0.3% |
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 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