+203.6%
TGT vs CAH
+294.8%
-91.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -5.2% | -5.1% | -0.1% | -4.0% |
| 30D | +1.2% | +0.2% | +1.0% | +1.1% |
| 3M | +18.4% | +6.3% | +12.1% | +16.4% |
| 6M | +33.4% | +9.4% | +24.1% | +30.1% |
| YTD | +63.8% | +15.0% | +48.8% | +57.1% |
| 1Y | +77.2% | +55.4% | +21.7% | +56.1% |
| 3Y | +41.8% | +173.8% | -132.0% | +4.4% |
| 5Y | -25.5% | +395.2% | -420.7% | -54.6% |
| All | +203.6% | +294.8% | -91.2% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling