-0.8%
CRM vs TRGP
+628.1%
-628.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +28.1% | +8.0% | +20.1% | +25.2% |
| 3M | +48.8% | +8.3% | +40.6% | +44.5% |
| 6M | +28.3% | +23.9% | +4.3% | +18.9% |
| YTD | -6.0% | +59.6% | -65.7% | -20.1% |
| 1Y | +1.4% | +79.4% | -78.0% | -17.7% |
| 3Y | +11.8% | +269.4% | -257.6% | -32.6% |
| All | -0.8% | +628.1% | -628.9% | -52.9% |
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 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