+723.5%
TRGP vs CLBK
+65.6%
+657.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -0.6% | -1.4% | +0.8% | +0.1% |
| 30D | +10.0% | +4.5% | +5.4% | +7.4% |
| 3M | +7.6% | +22.8% | -15.2% | -3.7% |
| 6M | +26.8% | +43.4% | -16.6% | +4.2% |
| YTD | +60.6% | +64.1% | -3.6% | +21.9% |
| 1Y | +82.5% | +67.6% | +14.9% | +36.0% |
| 3Y | +265.0% | +53.3% | +211.8% | +166.7% |
| 5Y | +645.9% | +44.8% | +601.1% | +369.2% |
| All | +723.5% | +65.6% | +657.9% | +432.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling