+25.5%
CP vs TRGP
+426.9%
-401.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.3% |
| 7D | +2.8% | -7.2% | +9.9% | +4.4% |
| 30D | +11.3% | -4.2% | +15.5% | +12.0% |
| 3M | +2.9% | +7.0% | -4.1% | +0.5% |
| 6M | +9.8% | +11.2% | -1.5% | +5.7% |
| YTD | +28.5% | +51.1% | -22.6% | +13.6% |
| 1Y | +33.5% | +62.0% | -28.5% | +15.6% |
| 3Y | +31.9% | +248.2% | -216.3% | -14.6% |
| 5Y | +25.5% | +432.4% | -406.9% | -31.2% |
| All | +25.5% | +426.9% | -401.4% | -31.2% |
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