-29.6%
CLS vs TGT
+86.7%
-116.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.6% | -14.7% | -7.9% |
| 7D | -21.1% | +9.5% | -30.6% | -19.7% |
| 30D | -38.2% | +6.6% | -44.8% | -37.1% |
| 3M | -36.3% | +11.0% | -47.3% | -35.2% |
| 6M | -43.8% | +29.9% | -73.7% | -42.4% |
| YTD | -20.0% | +71.4% | -91.5% | -13.4% |
| 1Y | -29.6% | +88.6% | -118.2% | -23.3% |
| All | -29.6% | +86.7% | -116.3% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling