+6,170.5%
TGT vs CAG
+578.5%
+5,592.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.6% | -3.3% | +6.0% | +3.7% |
| 30D | +4.7% | +7.7% | -3.0% | +2.3% |
| 3M | +4.6% | -3.2% | +7.7% | +5.4% |
| 6M | +34.9% | +7.0% | +27.9% | +31.6% |
| YTD | +70.9% | -9.0% | +79.9% | +74.1% |
| 1Y | +84.4% | -9.6% | +94.0% | +88.2% |
| 3Y | +69.1% | -36.0% | +105.1% | +89.0% |
| 5Y | -26.9% | -40.9% | +13.9% | -16.5% |
| 10Y | +207.6% | -37.3% | +245.0% | +229.8% |
| All | +6,170.5% | +578.5% | +5,592.0% | +2,834.4% |
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