+1,914.6%
CLS vs TGT
+206.3%
+1,708.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +16.3% | +2.6% | +13.6% | +15.6% |
| 30D | -25.7% | +4.7% | -30.4% | -26.7% |
| 3M | -30.9% | +4.6% | -35.4% | -32.1% |
| 6M | -35.5% | +34.9% | -70.4% | -41.0% |
| YTD | -18.7% | +70.9% | -89.6% | -30.4% |
| 1Y | -17.9% | +84.4% | -102.3% | -31.4% |
| 3Y | +838.1% | +69.1% | +769.0% | +665.5% |
| 5Y | +1,971.9% | -26.9% | +1,998.8% | +1,987.3% |
| All | +1,914.6% | +206.3% | +1,708.3% | +1,362.3% |
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