+500.5%
TRGP vs CLBK
+27.8%
+472.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +12.4% | +0.9% | +11.5% | +12.2% |
| 30D | +2.6% | +3.4% | -0.8% | +1.9% |
| 3M | +11.9% | -4.3% | +16.1% | +12.8% |
| 6M | +13.9% | +28.4% | -14.4% | +8.0% |
| YTD | +64.2% | +59.4% | +4.8% | +48.2% |
| 1Y | +78.5% | +64.8% | +13.7% | +59.8% |
| 3Y | +272.9% | +50.6% | +222.3% | +234.6% |
| All | +500.5% | +27.8% | +472.8% | +417.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling