+97.4%
CB vs TGT
-21.7%
+119.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | -3.9% | +9.5% | -13.4% | -4.8% |
| 3M | +4.9% | +32.3% | -27.3% | +1.9% |
| 6M | +3.3% | +37.0% | -33.8% | -0.2% |
| YTD | +8.5% | +71.0% | -62.5% | +2.2% |
| 1Y | +22.1% | +85.0% | -63.0% | +13.9% |
| 3Y | +70.1% | +46.8% | +23.3% | +59.3% |
| 5Y | +97.4% | -22.7% | +120.1% | +103.0% |
| All | +97.4% | -21.7% | +119.1% | +103.0% |
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