+1.4%
CRM vs TGT
+78.4%
-77.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -5.2% | +0.8% | -3.9% |
| 30D | +28.1% | +1.2% | +27.0% | +28.3% |
| 3M | +48.8% | +18.4% | +30.4% | +49.0% |
| 6M | +28.3% | +33.4% | -5.2% | +28.7% |
| YTD | -6.0% | +63.8% | -69.8% | -7.7% |
| 1Y | +1.4% | +77.2% | -75.7% | -2.9% |
| All | +1.4% | +78.4% | -77.0% | -2.9% |
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