+20.0%
CP vs TRGP
+84.8%
-64.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | -3.4% | +10.0% | -13.3% | -3.6% |
| 3M | -0.6% | +7.6% | -8.2% | -0.7% |
| 6M | +6.3% | +26.8% | -20.5% | +4.6% |
| YTD | +21.2% | +60.6% | -39.4% | +16.2% |
| 1Y | +20.0% | +82.5% | -62.5% | +15.0% |
| All | +20.0% | +84.8% | -64.8% | +15.0% |
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