+620.9%
TRGP vs CGNX
-25.4%
+646.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.2% |
| 7D | +0.1% | +3.2% | -3.1% | -0.4% |
| 30D | +8.0% | +6.0% | +2.0% | +6.9% |
| 3M | +8.3% | +3.5% | +4.7% | +6.8% |
| 6M | +23.9% | +26.3% | -2.4% | +17.1% |
| YTD | +59.6% | +79.2% | -19.6% | +38.0% |
| 1Y | +79.4% | +43.8% | +35.6% | +62.0% |
| 3Y | +269.4% | +52.0% | +217.5% | +211.1% |
| All | +620.9% | -25.4% | +646.3% | +586.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling