+5,975.1%
TGT vs CAH
+14,635.5%
-8,660.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -3.6% | -2.2% | -1.3% | -3.0% |
| 30D | +4.4% | +1.2% | +3.2% | +4.0% |
| 3M | +25.4% | +13.1% | +12.3% | +21.3% |
| 6M | +33.4% | +8.5% | +24.9% | +30.1% |
| YTD | +65.6% | +17.6% | +48.0% | +57.6% |
| 1Y | +80.3% | +60.7% | +19.6% | +57.2% |
| 3Y | +42.1% | +183.2% | -141.0% | +4.7% |
| 5Y | -25.0% | +402.2% | -427.2% | -53.1% |
| 10Y | +208.2% | +302.3% | -94.1% | +93.4% |
| All | +5,975.1% | +14,635.5% | -8,660.4% | +1,580.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling