+2,953.7%
CLS vs TGT
+207.2%
+2,746.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +5.0% | -5.0% | +10.0% | +6.3% |
| 30D | +4.8% | +3.0% | +1.7% | +3.8% |
| 3M | -10.4% | +22.6% | -33.0% | -15.4% |
| 6M | +20.8% | +31.2% | -10.4% | +11.8% |
| YTD | +10.0% | +63.7% | -53.7% | -4.4% |
| 1Y | +28.5% | +78.5% | -50.0% | +8.7% |
| 3Y | +1,292.2% | +40.5% | +1,251.7% | +1,101.0% |
| 5Y | +3,616.8% | -25.6% | +3,642.4% | +3,630.0% |
| All | +2,953.7% | +207.2% | +2,746.6% | +2,110.3% |
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 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