+47.5%
TGT vs CL
+31.1%
+16.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | +0.8% | -2.2% | +3.0% | +1.4% |
| 30D | +12.2% | -4.8% | +17.0% | +13.7% |
| 3M | +33.8% | +4.9% | +28.9% | +32.1% |
| 6M | +39.3% | -5.7% | +45.0% | +41.1% |
| YTD | +72.9% | +14.4% | +58.5% | +66.3% |
| 1Y | +84.6% | +8.7% | +75.8% | +79.7% |
| All | +47.5% | +31.1% | +16.4% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling