+598.7%
CRH vs TRGP
+2,232.9%
-1,634.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | -9.3% | +8.0% | -17.3% | -11.2% |
| 3M | -15.2% | +8.3% | -23.4% | -17.5% |
| 6M | -14.2% | +23.9% | -38.1% | -19.8% |
| YTD | -28.3% | +59.6% | -87.9% | -37.4% |
| 1Y | -21.8% | +79.4% | -101.2% | -34.2% |
| 3Y | +71.6% | +269.4% | -197.8% | +18.5% |
| 5Y | +96.6% | +641.6% | -545.0% | +12.0% |
| 10Y | +253.8% | +845.2% | -591.4% | +55.9% |
| All | +598.7% | +2,232.9% | -1,634.2% | +75.3% |
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 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