+45.4%
CVE vs TRGP
+2,231.3%
-2,185.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | +2.5% | +0.8% | +1.7% | +2.0% |
| 30D | +16.7% | +11.5% | +5.2% | +8.7% |
| 3M | +9.3% | +9.0% | +0.3% | +3.4% |
| 6M | +43.6% | +20.5% | +23.1% | +27.5% |
| YTD | +93.6% | +59.5% | +34.1% | +44.4% |
| 1Y | +98.8% | +77.9% | +20.8% | +37.6% |
| 3Y | +73.6% | +253.6% | -180.0% | -23.0% |
| 5Y | +312.5% | +615.5% | -303.0% | +22.5% |
| 10Y | +161.0% | +897.1% | -736.1% | -38.1% |
| All | +45.4% | +2,231.3% | -2,185.9% | -77.7% |
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 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