+2,233.0%
TRGP vs CRL
+898.6%
+1,334.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +9.0% | +8.9% | +0.1% | +5.7% |
| 30D | +1.5% | +14.0% | -12.5% | -3.3% |
| 3M | +10.7% | +19.8% | -9.1% | +3.1% |
| 6M | +17.1% | +102.0% | -84.9% | -10.6% |
| YTD | +63.6% | +70.8% | -7.2% | +29.6% |
| 1Y | +77.0% | +98.7% | -21.7% | +32.1% |
| 3Y | +273.2% | +98.2% | +175.0% | +150.9% |
| 5Y | +508.6% | -11.7% | +520.3% | +466.7% |
| 10Y | +817.8% | +356.7% | +461.1% | +287.6% |
| All | +2,233.0% | +898.6% | +1,334.4% | +657.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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