-25.6%
TGT vs CAG
-42.8%
+17.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | -5.0% | -5.9% | +0.8% | -2.9% |
| 30D | +3.0% | -1.5% | +4.6% | +3.7% |
| 3M | +22.6% | +11.5% | +11.2% | +17.7% |
| 6M | +31.2% | -15.7% | +46.9% | +38.9% |
| YTD | +63.7% | -10.2% | +73.9% | +68.2% |
| 1Y | +78.5% | -18.1% | +96.6% | +89.8% |
| 3Y | +40.5% | -39.4% | +79.9% | +62.9% |
| 5Y | -25.6% | -42.6% | +17.0% | -9.2% |
| All | -25.6% | -42.8% | +17.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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