+203.9%
TGT vs CFG
+216.8%
-12.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +0.5% | -0.8% | +1.2% | +0.7% |
| 30D | +6.7% | +3.1% | +3.5% | +5.8% |
| 3M | +8.4% | -9.7% | +18.1% | +11.4% |
| 6M | +40.7% | +6.7% | +34.0% | +37.7% |
| YTD | +72.2% | +15.2% | +57.1% | +64.6% |
| 1Y | +86.2% | +28.8% | +57.4% | +72.3% |
| 3Y | +68.8% | +190.1% | -121.3% | +25.0% |
| 5Y | -25.2% | +63.4% | -88.6% | -37.7% |
| All | +203.9% | +216.8% | -12.9% | +129.2% |
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