-2.4%
CARR vs TGT
+32.6%
-34.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.2% |
| 7D | -4.1% | -5.0% | +0.9% | -4.0% |
| 30D | -11.0% | +3.0% | -14.0% | -10.7% |
| 3M | -16.4% | +22.6% | -39.0% | -16.6% |
| 6M | -2.4% | +31.2% | -33.6% | -1.9% |
| All | -2.4% | +32.6% | -34.9% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 6mo: compounded portfolio wealth divided by compounded TGT 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…
6mo analysis · Full analysis span regression · 6 months rolling