+88.6%
TGT vs CAH
+38.5%
+50.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.1% | +5.2% |
| 7D | +9.5% | +7.0% | +2.5% | +8.7% |
| 30D | +6.6% | +12.4% | -5.8% | +5.6% |
| 3M | +11.0% | +12.2% | -1.2% | +9.9% |
| 6M | +29.9% | +33.2% | -3.4% | +27.3% |
| YTD | +71.4% | +28.4% | +43.1% | +67.8% |
| 1Y | +88.6% | +35.0% | +53.6% | +84.5% |
| All | +88.6% | +38.5% | +50.1% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling