+2,054.5%
TRGP vs CPB
+13.8%
+2,040.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.5% |
| 7D | -7.2% | +3.3% | -10.4% | -7.5% |
| 30D | -4.2% | +19.0% | -23.2% | -6.2% |
| 3M | +7.0% | +0.4% | +6.5% | +6.7% |
| 6M | +11.2% | +13.0% | -1.7% | +9.0% |
| YTD | +51.1% | -12.7% | +63.8% | +52.8% |
| 1Y | +62.0% | -20.9% | +82.9% | +65.9% |
| 3Y | +248.2% | -35.4% | +283.6% | +262.1% |
| 5Y | +432.4% | -32.3% | +464.7% | +444.4% |
| 10Y | +739.5% | -40.5% | +780.1% | +773.9% |
| All | +2,054.5% | +13.8% | +2,040.7% | +1,461.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling