+269.4%
TRGP vs CGNX
+49.8%
+219.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.9% |
| 7D | +0.1% | +3.2% | -3.1% | -0.2% |
| 30D | +8.0% | +6.0% | +2.0% | +7.4% |
| 3M | +8.3% | +3.5% | +4.7% | +7.3% |
| 6M | +23.9% | +26.3% | -2.4% | +19.5% |
| YTD | +59.6% | +79.2% | -19.6% | +44.6% |
| 1Y | +79.4% | +43.8% | +35.6% | +68.4% |
| 3Y | +269.4% | +52.0% | +217.5% | +206.2% |
| All | +269.4% | +49.8% | +219.7% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling