-3.1%
CMG vs TGT
-25.8%
+22.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -5.2% | +3.2% | -0.6% |
| 30D | +10.9% | +1.2% | +9.7% | +10.5% |
| 3M | +15.8% | +18.4% | -2.5% | +10.5% |
| 6M | +6.9% | +33.4% | -26.5% | -1.4% |
| YTD | -2.2% | +63.8% | -66.0% | -14.7% |
| 1Y | -7.1% | +77.2% | -84.2% | -20.7% |
| 3Y | -7.1% | +41.8% | -48.9% | -20.5% |
| All | -3.1% | -25.8% | +22.8% | +1.3% |
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