+3,231.7%
CLS vs TGT
+1,076.0%
+2,155.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +0.8% | +3.8% | +4.2% |
| 30D | -13.9% | +12.2% | -26.1% | -18.2% |
| 3M | -26.6% | +33.8% | -60.4% | -35.7% |
| 6M | +15.4% | +39.3% | -23.9% | -1.1% |
| YTD | +5.7% | +72.9% | -67.2% | -18.1% |
| 1Y | +41.1% | +84.6% | -43.4% | +5.5% |
| 3Y | +1,228.6% | +46.2% | +1,182.4% | +926.8% |
| 5Y | +3,240.6% | -21.3% | +3,262.0% | +3,148.0% |
| 10Y | +2,760.3% | +213.5% | +2,546.8% | +1,204.1% |
| All | +3,231.7% | +1,076.0% | +2,155.7% | +529.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling