+19.6%
CME vs TGT
+86.7%
-67.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.3% | +1.1% |
| 7D | +4.8% | +9.5% | -4.7% | +4.4% |
| 30D | +14.2% | +6.6% | +7.6% | +13.8% |
| 3M | +17.9% | +11.0% | +7.0% | +17.6% |
| 6M | +7.2% | +29.9% | -22.6% | +7.0% |
| YTD | +16.7% | +71.4% | -54.7% | +17.3% |
| 1Y | +19.6% | +88.6% | -69.0% | +19.5% |
| All | +19.6% | +86.7% | -67.2% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling