+34.2%
CVS vs TGT
-26.4%
+60.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -2.0% | -5.0% | +3.1% | -1.3% |
| 30D | +1.9% | +3.0% | -1.1% | +1.4% |
| 3M | -2.2% | +22.6% | -24.8% | -5.1% |
| 6M | +26.7% | +31.2% | -4.5% | +21.6% |
| YTD | +22.9% | +63.7% | -40.8% | +13.9% |
| 1Y | +32.9% | +78.5% | -45.6% | +21.5% |
| 3Y | +62.3% | +40.5% | +21.8% | +49.6% |
| 5Y | +34.2% | -25.6% | +59.8% | +38.0% |
| All | +34.2% | -26.4% | +60.6% | +38.0% |
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