+674.0%
CAT vs TGT
+215.7%
+458.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | -6.3% | +5.5% | -11.8% | -7.5% |
| 30D | -26.8% | +6.0% | -32.8% | -28.0% |
| 3M | -30.0% | +8.0% | -38.0% | -31.7% |
| 6M | -34.6% | +32.3% | -66.9% | -39.8% |
| YTD | +2.9% | +71.3% | -68.3% | -11.6% |
| 1Y | +3.3% | +86.8% | -83.6% | -13.5% |
| 3Y | +153.7% | +67.9% | +85.8% | +110.6% |
| 5Y | +207.3% | -25.1% | +232.4% | +207.3% |
| 10Y | +674.0% | +211.8% | +462.2% | +423.7% |
| All | +674.0% | +215.7% | +458.3% | +423.7% |
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