+1,426.3%
CRS vs TRGP
+2,265.4%
-839.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.2% |
| 7D | -3.1% | -0.6% | -2.5% | -2.8% |
| 30D | -19.6% | +14.6% | -34.2% | -24.5% |
| 3M | -8.1% | +11.9% | -20.0% | -13.5% |
| 6M | +18.6% | +25.3% | -6.7% | +5.4% |
| YTD | +45.9% | +61.9% | -16.0% | +15.6% |
| 1Y | +82.5% | +87.3% | -4.8% | +35.0% |
| 3Y | +648.9% | +268.0% | +380.9% | +310.1% |
| 5Y | +1,438.1% | +638.2% | +799.9% | +525.3% |
| 10Y | +1,327.0% | +821.9% | +505.1% | +333.9% |
| All | +1,426.3% | +2,265.4% | -839.1% | +109.3% |
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