+210.1%
CAT vs TGT
-23.3%
+233.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.7% | +2.5% | +6.2% |
| 7D | -2.4% | +4.7% | -7.2% | -3.3% |
| 30D | -25.0% | +8.0% | -33.0% | -26.3% |
| 3M | -28.7% | +11.7% | -40.4% | -30.6% |
| 6M | -33.0% | +34.7% | -67.7% | -37.9% |
| YTD | +5.4% | +74.4% | -69.0% | -8.3% |
| 1Y | +7.3% | +89.2% | -81.9% | -8.6% |
| 3Y | +166.0% | +73.4% | +92.6% | +123.1% |
| 5Y | +210.1% | -24.0% | +234.1% | +201.8% |
| All | +210.1% | -23.3% | +233.4% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling