+6,646.7%
CB vs TGT
+4,812.4%
+1,834.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | -3.1% | +12.2% | -15.3% | -6.3% |
| 3M | +9.0% | +33.8% | -24.8% | -0.1% |
| 6M | +2.9% | +39.3% | -36.4% | -7.1% |
| YTD | +10.1% | +72.9% | -62.8% | -6.8% |
| 1Y | +22.8% | +84.6% | -61.8% | +1.7% |
| 3Y | +73.8% | +46.2% | +27.6% | +46.3% |
| 5Y | +99.2% | -21.3% | +120.5% | +94.4% |
| 10Y | +218.2% | +213.5% | +4.7% | +88.7% |
| All | +6,646.7% | +4,812.4% | +1,834.3% | +1,883.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling