+519.2%
CMS vs TRGP
+2,231.3%
-1,712.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -1.9% | +9.0% | -10.9% | -2.5% |
| 6M | -11.0% | +20.5% | -31.5% | -12.0% |
| YTD | +0.2% | +59.5% | -59.3% | -2.6% |
| 1Y | -1.3% | +77.9% | -79.2% | -4.8% |
| 3Y | +35.9% | +253.6% | -217.6% | +25.5% |
| 5Y | +23.1% | +615.5% | -592.4% | +9.2% |
| 10Y | +117.9% | +897.1% | -779.2% | +84.4% |
| All | +519.2% | +2,231.3% | -1,712.1% | +266.4% |
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