+604.8%
CRS vs TRGP
+260.3%
+344.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -6.8% | +0.1% | -6.8% | -6.8% |
| 30D | -16.1% | +8.0% | -24.2% | -19.1% |
| 3M | -21.2% | +8.3% | -29.4% | -24.6% |
| 6M | +8.7% | +23.9% | -15.2% | -4.0% |
| YTD | +41.0% | +59.6% | -18.7% | +8.1% |
| 1Y | +82.7% | +79.4% | +3.2% | +30.1% |
| 3Y | +604.8% | +269.4% | +335.3% | +268.1% |
| All | +604.8% | +260.3% | +344.5% | +268.1% |
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