-24.0%
TGT vs CL
+41.6%
-65.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.1% |
| 7D | +4.7% | +0.5% | +4.2% | +4.6% |
| 30D | +8.0% | +11.6% | -3.6% | +3.4% |
| 3M | +11.7% | +5.6% | +6.1% | +9.3% |
| 6M | +34.7% | +13.2% | +21.6% | +28.1% |
| YTD | +74.4% | +26.9% | +47.5% | +57.4% |
| 1Y | +89.2% | +27.3% | +61.9% | +70.4% |
| 3Y | +73.4% | +39.7% | +33.7% | +42.7% |
| 5Y | -24.0% | +41.3% | -65.3% | -37.7% |
| All | -24.0% | +41.6% | -65.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling