+78.5%
TGT vs CFG
+37.9%
+40.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -5.0% | -1.7% | -3.4% | -4.6% |
| 30D | +3.0% | -4.6% | +7.6% | +4.1% |
| 3M | +22.6% | +7.9% | +14.7% | +19.3% |
| 6M | +31.2% | +19.9% | +11.3% | +24.1% |
| YTD | +63.7% | +21.7% | +42.0% | +53.7% |
| 1Y | +78.5% | +38.4% | +40.1% | +57.2% |
| All | +78.5% | +37.9% | +40.6% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling