+333.5%
CAT vs TGT
-21.7%
+355.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +5.6% | -0.6% | +6.2% | +5.7% |
| 30D | -2.3% | +9.5% | -11.9% | -4.4% |
| 3M | -10.0% | +32.3% | -42.3% | -16.1% |
| 6M | +21.2% | +37.0% | -15.8% | +11.9% |
| YTD | +44.4% | +71.0% | -26.6% | +26.3% |
| 1Y | +96.3% | +85.0% | +11.3% | +67.8% |
| 3Y | +203.9% | +46.8% | +157.1% | +164.9% |
| 5Y | +333.5% | -22.7% | +356.2% | +321.2% |
| All | +333.5% | -21.7% | +355.2% | +321.2% |
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