+265.6%
TGT vs CFG
+358.2%
-92.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +5.5% | +0.7% | +4.8% | +5.4% |
| 30D | +6.0% | +2.8% | +3.3% | +5.3% |
| 3M | +8.0% | -10.1% | +18.1% | +11.0% |
| 6M | +32.3% | +3.2% | +29.1% | +30.8% |
| YTD | +71.3% | +14.2% | +57.1% | +64.3% |
| 1Y | +86.8% | +27.4% | +59.4% | +73.9% |
| 3Y | +67.9% | +187.6% | -119.7% | +25.9% |
| 5Y | -25.1% | +65.7% | -90.8% | -37.3% |
| 10Y | +211.8% | +219.7% | -7.9% | +117.2% |
| All | +265.6% | +358.2% | -92.6% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling