+13.0%
CVS vs TRGP
+504.4%
-491.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +6.6% | +12.4% | -5.8% | +4.5% |
| 30D | -0.4% | +2.6% | -3.1% | -0.9% |
| 3M | -5.3% | +11.9% | -17.1% | -7.1% |
| 6M | -7.7% | +13.9% | -21.6% | -9.9% |
| YTD | +16.0% | +64.2% | -48.1% | +6.3% |
| 1Y | +16.2% | +78.5% | -62.3% | +4.9% |
| 3Y | +47.6% | +272.9% | -225.3% | +11.6% |
| All | +13.0% | +504.4% | -491.4% | -21.3% |
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 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