+34.0%
CCL vs TGT
-26.4%
+60.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.8% |
| 7D | -0.3% | +2.6% | -2.9% | -1.7% |
| 30D | +10.3% | +6.6% | +3.7% | +6.6% |
| 3M | +6.6% | +5.2% | +1.4% | +3.1% |
| 6M | +20.0% | +35.3% | -15.3% | +0.1% |
| YTD | -1.9% | +70.3% | -72.2% | -28.4% |
| 1Y | +10.4% | +81.2% | -70.7% | -22.4% |
| 3Y | +134.8% | +66.9% | +67.9% | +54.1% |
| 5Y | +34.0% | -27.2% | +61.2% | +35.5% |
| All | +34.0% | -26.4% | +60.4% | +35.5% |
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 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