+49.0%
CCL vs TGT
+41.4%
+7.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.8% |
| 7D | -4.4% | -3.6% | -0.8% | -2.9% |
| 30D | -18.2% | +4.4% | -22.6% | -20.0% |
| 3M | -17.7% | +25.4% | -43.1% | -26.0% |
| 6M | -13.0% | +33.4% | -46.4% | -24.1% |
| YTD | -24.5% | +65.6% | -90.1% | -40.3% |
| 1Y | -26.9% | +80.3% | -107.2% | -44.6% |
| All | +49.0% | +41.4% | +7.6% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling