-28.1%
TGT vs CAG
-41.0%
+12.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +2.6% | -3.3% | +6.0% | +4.0% |
| 30D | +4.7% | +7.7% | -3.0% | +1.6% |
| 3M | +4.6% | -3.2% | +7.7% | +5.5% |
| 6M | +34.9% | +7.0% | +27.9% | +30.8% |
| YTD | +70.9% | -9.0% | +79.9% | +74.3% |
| 1Y | +84.4% | -9.6% | +94.0% | +88.5% |
| 3Y | +69.1% | -36.0% | +105.1% | +90.7% |
| All | -28.1% | -41.0% | +12.9% | -12.3% |
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