+627.6%
TRGP vs CPB
-39.6%
+667.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | +0.8% | -8.6% | +9.4% | +1.0% |
| 30D | +11.5% | -7.2% | +18.8% | +11.7% |
| 3M | +9.0% | +0.9% | +8.1% | +8.7% |
| 6M | +20.5% | -11.8% | +32.3% | +20.9% |
| YTD | +59.5% | -19.4% | +78.9% | +60.8% |
| 1Y | +77.9% | -30.4% | +108.3% | +80.8% |
| 3Y | +253.6% | -40.2% | +293.7% | +257.6% |
| All | +627.6% | -39.6% | +667.2% | +631.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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