+3,994.3%
CMG vs TGT
+379.5%
+3,614.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.3% |
| 7D | -6.5% | -3.6% | -2.9% | -5.2% |
| 30D | +12.1% | +4.4% | +7.7% | +10.2% |
| 3M | +20.6% | +25.4% | -4.8% | +10.2% |
| 6M | +2.1% | +33.4% | -31.3% | -9.1% |
| YTD | -2.6% | +65.6% | -68.2% | -20.4% |
| 1Y | -8.7% | +80.3% | -89.0% | -27.8% |
| 3Y | -7.4% | +42.1% | -49.5% | -25.0% |
| 5Y | -5.7% | -25.0% | +19.3% | -4.3% |
| 10Y | +322.3% | +208.2% | +114.1% | +106.3% |
| All | +3,994.3% | +379.5% | +3,614.8% | +1,272.3% |
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 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