+700.3%
CAT vs TGT
+214.1%
+486.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +1.7% | +0.5% | +1.3% | +1.7% |
| 30D | -24.6% | +6.7% | -31.2% | -25.9% |
| 3M | -28.5% | +8.4% | -36.9% | -30.2% |
| 6M | -34.8% | +40.7% | -75.5% | -40.9% |
| YTD | +5.9% | +72.2% | -66.3% | -9.2% |
| 1Y | +6.8% | +86.2% | -79.3% | -10.4% |
| 3Y | +161.1% | +68.8% | +92.3% | +116.4% |
| 5Y | +213.4% | -25.2% | +238.6% | +213.7% |
| 10Y | +700.3% | +210.0% | +490.3% | +439.4% |
| All | +700.3% | +214.1% | +486.3% | +439.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling