+2,174.7%
TRGP vs CPB
+5.1%
+2,169.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | +0.8% | -8.6% | +9.4% | +1.8% |
| 30D | +11.5% | -7.2% | +18.8% | +12.4% |
| 3M | +9.0% | +0.9% | +8.1% | +8.5% |
| 6M | +20.5% | -11.8% | +32.3% | +21.8% |
| YTD | +59.5% | -19.4% | +78.9% | +63.0% |
| 1Y | +77.9% | -30.4% | +108.3% | +85.2% |
| 3Y | +253.6% | -40.2% | +293.7% | +271.2% |
| 5Y | +615.5% | -39.5% | +655.0% | +643.6% |
| 10Y | +897.1% | -47.4% | +944.5% | +968.1% |
| All | +2,174.7% | +5.1% | +2,169.5% | +1,566.5% |
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