+0.4%
CCL vs TGT
-26.4%
+26.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -4.3% | -5.0% | +0.7% | -1.6% |
| 30D | -19.0% | +3.0% | -22.0% | -20.6% |
| 3M | -13.1% | +22.6% | -35.7% | -22.8% |
| 6M | -13.3% | +31.2% | -44.5% | -26.0% |
| YTD | -25.2% | +63.7% | -88.9% | -43.8% |
| 1Y | -27.2% | +78.5% | -105.7% | -48.0% |
| 3Y | +49.2% | +40.5% | +8.7% | +10.8% |
| 5Y | +0.4% | -25.6% | +25.9% | -2.4% |
| All | +0.4% | -26.4% | +26.7% | -2.4% |
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