+201.6%
TGT vs CFG
+216.2%
-14.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.6% | +3.2% | -0.6% | +1.8% |
| 30D | +4.7% | +5.1% | -0.4% | +3.3% |
| 3M | +4.6% | -11.2% | +15.8% | +7.9% |
| 6M | +34.9% | +9.6% | +25.3% | +31.0% |
| YTD | +70.9% | +15.0% | +55.9% | +63.4% |
| 1Y | +84.4% | +29.9% | +54.5% | +70.3% |
| 3Y | +69.1% | +192.1% | -123.0% | +25.0% |
| 5Y | -26.9% | +62.3% | -89.2% | -39.1% |
| All | +201.6% | +216.2% | -14.6% | +127.6% |
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