+86.8%
TGT vs CL
+28.1%
+58.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | +5.5% | +2.6% | +2.9% | +4.5% |
| 30D | +6.0% | +11.8% | -5.7% | +2.1% |
| 3M | +8.0% | +5.9% | +2.1% | +5.7% |
| 6M | +32.3% | +13.3% | +19.0% | +27.0% |
| YTD | +71.3% | +27.1% | +44.1% | +55.7% |
| 1Y | +86.8% | +28.0% | +58.8% | +69.1% |
| All | +86.8% | +28.1% | +58.7% | +69.1% |
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