+85.0%
TGT vs CL
+6.7%
+78.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -0.6% | -1.4% | +0.7% | -0.2% |
| 30D | +9.5% | -5.2% | +14.7% | +11.3% |
| 3M | +32.3% | +3.3% | +28.9% | +31.1% |
| 6M | +37.0% | -4.4% | +41.4% | +38.8% |
| YTD | +71.0% | +13.9% | +57.1% | +62.3% |
| 1Y | +85.0% | +7.6% | +77.4% | +83.3% |
| All | +85.0% | +6.7% | +78.3% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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