+104.2%
CB vs TGT
-25.1%
+129.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | +0.7% | +5.5% | -4.8% | +0.1% |
| 30D | +8.2% | +6.0% | +2.1% | +7.5% |
| 3M | +6.3% | +8.0% | -1.7% | +5.4% |
| 6M | +16.2% | +32.3% | -16.1% | +12.6% |
| YTD | +19.3% | +71.3% | -51.9% | +12.3% |
| 1Y | +29.2% | +86.8% | -57.6% | +20.4% |
| 3Y | +71.4% | +67.9% | +3.6% | +56.9% |
| 5Y | +104.2% | -25.1% | +129.3% | +112.4% |
| All | +104.2% | -25.1% | +129.3% | +112.4% |
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 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