+2,197.4%
TRGP vs CPB
+11.1%
+2,186.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +3.8% |
| 7D | +2.4% | -4.1% | +6.5% | +2.8% |
| 30D | +0.8% | +16.9% | -16.1% | -1.1% |
| 3M | +10.4% | -0.6% | +10.9% | +10.2% |
| 6M | +16.3% | +11.4% | +4.9% | +14.1% |
| YTD | +61.1% | -14.8% | +76.0% | +63.3% |
| 1Y | +71.6% | -24.8% | +96.4% | +76.8% |
| 3Y | +267.5% | -36.6% | +304.1% | +282.7% |
| 5Y | +488.1% | -33.3% | +521.5% | +502.0% |
| 10Y | +803.8% | -40.4% | +844.2% | +832.0% |
| All | +2,197.4% | +11.1% | +2,186.3% | +1,569.4% |
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