+3,682.3%
CLS vs TGT
-25.2%
+3,707.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.8% |
| 7D | +20.1% | -3.6% | +23.7% | +21.1% |
| 30D | +6.0% | +4.4% | +1.6% | +4.8% |
| 3M | -10.3% | +25.4% | -35.7% | -15.4% |
| 6M | +24.5% | +33.4% | -8.9% | +15.4% |
| YTD | +12.9% | +65.6% | -52.7% | -1.4% |
| 1Y | +36.7% | +80.3% | -43.6% | +16.3% |
| 3Y | +1,328.1% | +42.1% | +1,285.9% | +1,124.4% |
| 5Y | +3,682.3% | -25.0% | +3,707.3% | +3,718.4% |
| All | +3,682.3% | -25.2% | +3,707.5% | +3,718.4% |
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