-4.5%
CRS vs TRGP
+89.5%
-94.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +3.0% | -1.7% |
| 7D | +4.3% | -6.5% | +10.8% | +3.9% |
| 30D | -25.5% | -0.4% | -25.0% | -25.4% |
| 3M | -48.7% | +8.8% | -57.5% | -48.1% |
| 6M | -31.6% | +11.0% | -42.6% | -31.1% |
| YTD | -7.0% | +57.4% | -64.4% | -9.8% |
| 1Y | -4.5% | +87.9% | -92.4% | -10.4% |
| All | -4.5% | +89.5% | -94.1% | -10.4% |
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