-34.0%
CCL vs TGT
+206.3%
-240.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.2% | +2.6% | -3.8% | -2.2% |
| 30D | +13.1% | +4.7% | +8.4% | +11.1% |
| 3M | +3.4% | +4.6% | -1.2% | +1.1% |
| 6M | +18.7% | +34.9% | -16.2% | +3.7% |
| YTD | -2.3% | +70.9% | -73.2% | -22.8% |
| 1Y | +14.2% | +84.4% | -70.2% | -12.8% |
| 3Y | +133.6% | +69.1% | +64.5% | +77.1% |
| 5Y | +33.5% | -26.9% | +60.4% | +33.8% |
| All | -34.0% | +206.3% | -240.3% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling