+5,760.6%
CRM vs TGT
+485.7%
+5,274.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -5.2% | +0.8% | -2.2% |
| 30D | +28.1% | +1.2% | +27.0% | +27.6% |
| 3M | +48.8% | +18.4% | +30.4% | +38.5% |
| 6M | +28.3% | +33.4% | -5.2% | +12.2% |
| YTD | -6.0% | +63.8% | -69.8% | -25.2% |
| 1Y | +1.4% | +77.2% | -75.7% | -22.4% |
| 3Y | +11.8% | +41.8% | -29.9% | -13.1% |
| 5Y | -2.0% | -25.5% | +23.5% | -0.4% |
| 10Y | +239.6% | +204.9% | +34.7% | +51.7% |
| All | +5,760.6% | +485.7% | +5,274.9% | +1,390.4% |
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