+46.8%
TGT vs CFG
+193.0%
-146.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.6% |
| 7D | -0.6% | +2.7% | -3.3% | -1.7% |
| 30D | +9.5% | -3.7% | +13.2% | +11.0% |
| 3M | +32.3% | +9.5% | +22.8% | +26.8% |
| 6M | +37.0% | +22.2% | +14.8% | +25.2% |
| YTD | +71.0% | +22.3% | +48.7% | +55.4% |
| 1Y | +85.0% | +39.4% | +45.6% | +58.1% |
| 3Y | +46.8% | +188.5% | -141.7% | -12.0% |
| All | +46.8% | +193.0% | -146.2% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling