+1,269.2%
CLS vs TGT
+46.0%
+1,223.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +5.8% |
| 7D | +12.8% | -0.6% | +13.4% | +12.9% |
| 30D | +3.8% | +9.5% | -5.7% | +2.2% |
| 3M | -14.6% | +32.3% | -46.9% | -18.9% |
| 6M | +32.2% | +37.0% | -4.8% | +24.7% |
| YTD | +11.6% | +71.0% | -59.4% | +0.6% |
| 1Y | +35.1% | +85.0% | -50.0% | +19.4% |
| All | +1,269.2% | +46.0% | +1,223.1% | +1,102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling