+41.7%
TGT vs CAH
+178.5%
-136.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.1% |
| 7D | -5.0% | -5.1% | 0.0% | -4.8% |
| 30D | +3.0% | -1.8% | +4.8% | +3.1% |
| 3M | +22.6% | +9.4% | +13.3% | +22.1% |
| 6M | +31.2% | +9.2% | +22.0% | +30.4% |
| YTD | +63.7% | +15.7% | +48.0% | +62.3% |
| 1Y | +78.5% | +59.7% | +18.8% | +73.8% |
| All | +41.7% | +178.5% | -136.8% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling