+208.2%
TGT vs CFG
+308.1%
-99.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | +4.4% | -4.5% | +9.0% | +5.7% |
| 3M | +25.4% | +6.3% | +19.0% | +23.0% |
| 6M | +33.4% | +20.6% | +12.8% | +26.2% |
| YTD | +65.6% | +21.2% | +44.3% | +56.0% |
| 1Y | +80.3% | +38.2% | +42.1% | +63.5% |
| 3Y | +42.1% | +185.9% | -143.8% | +5.3% |
| 5Y | -25.0% | +97.0% | -122.0% | -40.2% |
| 10Y | +208.2% | +306.8% | -98.6% | +101.5% |
| All | +208.2% | +308.1% | -99.9% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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