-10.0%
CRM vs TGT
+86.7%
-96.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.5% |
| 7D | -6.2% | +9.5% | -15.7% | -7.3% |
| 30D | -1.2% | +6.6% | -7.8% | -2.0% |
| 3M | +19.1% | +11.0% | +8.2% | +18.4% |
| 6M | +23.0% | +29.9% | -6.9% | +23.5% |
| YTD | -13.7% | +71.4% | -85.1% | -15.3% |
| 1Y | -10.0% | +88.6% | -98.6% | -15.2% |
| All | -10.0% | +86.7% | -96.7% | -15.2% |
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