+6,242.0%
TGT vs CAG
+604.9%
+5,637.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.8% | -3.8% | +4.6% | +1.9% |
| 30D | +12.2% | +3.1% | +9.1% | +11.1% |
| 3M | +33.8% | +23.5% | +10.3% | +25.4% |
| 6M | +39.3% | -14.8% | +54.1% | +45.5% |
| YTD | +72.9% | -5.4% | +78.3% | +74.4% |
| 1Y | +84.6% | -11.8% | +96.4% | +89.9% |
| 3Y | +46.2% | -36.7% | +82.9% | +64.1% |
| 5Y | -21.3% | -40.3% | +18.9% | -10.3% |
| 10Y | +213.5% | -37.0% | +250.5% | +235.1% |
| All | +6,242.0% | +604.9% | +5,637.1% | +2,839.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling