+21.8%
CP vs TRGP
+265.9%
-244.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -0.5% | +14.6% | -15.1% | -2.5% |
| 3M | +1.4% | +11.9% | -10.5% | -0.4% |
| 6M | +10.3% | +25.3% | -15.0% | +6.0% |
| YTD | +24.3% | +61.9% | -37.6% | +14.1% |
| 1Y | +20.4% | +87.3% | -66.8% | +7.4% |
| 3Y | +21.8% | +268.0% | -246.2% | -9.9% |
| All | +21.8% | +265.9% | -244.1% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling