+2,609.7%
CLS vs TGT
+1,058.8%
+1,550.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.0% |
| 7D | +23.5% | +2.6% | +20.9% | +22.3% |
| 30D | -28.9% | +6.6% | -35.5% | -31.3% |
| 3M | -25.2% | +5.2% | -30.4% | -27.7% |
| 6M | -32.1% | +35.3% | -67.4% | -41.7% |
| YTD | -14.1% | +70.3% | -84.4% | -33.7% |
| 1Y | -24.1% | +81.2% | -105.2% | -43.2% |
| 3Y | +897.0% | +66.9% | +830.0% | +620.5% |
| 5Y | +2,089.9% | -27.2% | +2,117.1% | +2,088.6% |
| 10Y | +2,022.2% | +206.6% | +1,815.6% | +869.8% |
| All | +2,609.7% | +1,058.8% | +1,550.9% | +410.5% |
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 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