+7,654.3%
CME vs TGT
+723.4%
+6,930.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.7% | +2.6% | +0.1% | +1.8% |
| 30D | +13.5% | +6.6% | +6.9% | +10.9% |
| 3M | +20.9% | +5.2% | +15.7% | +18.4% |
| 6M | +11.5% | +35.3% | -23.8% | 0.0% |
| YTD | +19.5% | +70.3% | -50.9% | -1.8% |
| 1Y | +17.2% | +81.2% | -63.9% | -5.9% |
| 3Y | +65.1% | +66.9% | -1.8% | +25.4% |
| 5Y | +73.1% | -27.2% | +100.3% | +73.6% |
| 10Y | +305.3% | +206.6% | +98.7% | +91.6% |
| All | +7,654.3% | +723.4% | +6,930.9% | +2,190.5% |
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