+2,087.5%
TRGP vs CPAY
+1,528.2%
+559.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.7% |
| 7D | -0.6% | +0.6% | -1.2% | -1.0% |
| 30D | +14.6% | +3.6% | +11.0% | +12.1% |
| 3M | +11.9% | +16.6% | -4.7% | +1.7% |
| 6M | +25.3% | +29.5% | -4.2% | +5.2% |
| YTD | +61.9% | +35.3% | +26.6% | +30.0% |
| 1Y | +87.3% | +30.6% | +56.6% | +52.3% |
| 3Y | +268.0% | +49.7% | +218.3% | +164.8% |
| 5Y | +638.2% | +54.4% | +583.8% | +404.3% |
| 10Y | +821.9% | +142.8% | +679.1% | +411.6% |
| All | +2,087.5% | +1,528.2% | +559.3% | +562.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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