+135.5%
CVE vs TRGP
+415.2%
-279.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +1.6% |
| 7D | -16.1% | -16.0% | -0.1% | -3.4% |
| 30D | -10.4% | -6.4% | -3.9% | -5.4% |
| 3M | -2.4% | -1.0% | -1.4% | -2.2% |
| 6M | -4.4% | +7.0% | -11.4% | -10.1% |
| YTD | +64.9% | +46.1% | +18.8% | +20.0% |
| 1Y | +66.0% | +58.7% | +7.3% | +12.7% |
| 3Y | +57.7% | +221.9% | -164.2% | -48.4% |
| All | +135.5% | +415.2% | -279.6% | -53.2% |
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