+730.2%
TRGP vs CLBK
+66.9%
+663.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -0.6% | +1.1% | -1.7% | -1.2% |
| 30D | +14.6% | +7.8% | +6.8% | +10.1% |
| 3M | +11.9% | +23.9% | -11.9% | -0.3% |
| 6M | +25.3% | +42.3% | -17.0% | +3.4% |
| YTD | +61.9% | +65.4% | -3.5% | +22.4% |
| 1Y | +87.3% | +70.3% | +17.0% | +38.4% |
| 3Y | +268.0% | +54.5% | +213.5% | +167.8% |
| 5Y | +638.2% | +43.1% | +595.1% | +373.1% |
| All | +730.2% | +66.9% | +663.3% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling