-8.4%
CVE vs TRGP
+6.8%
-15.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | +0.8% |
| 7D | -14.1% | -12.6% | -1.4% | -4.7% |
| 30D | -11.6% | -4.5% | -7.1% | -8.0% |
| 3M | 0.0% | +4.9% | -4.9% | -4.1% |
| 6M | -8.4% | +5.6% | -14.0% | -12.7% |
| All | -8.4% | +6.8% | -15.2% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling