-22.7%
TGT vs CL
+30.0%
-52.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -0.6% | -1.4% | +0.7% | -0.1% |
| 30D | +9.5% | -5.2% | +14.7% | +11.8% |
| 3M | +32.3% | +3.3% | +28.9% | +30.5% |
| 6M | +37.0% | -4.4% | +41.4% | +39.0% |
| YTD | +71.0% | +13.9% | +57.1% | +61.1% |
| 1Y | +85.0% | +7.6% | +77.4% | +78.2% |
| 3Y | +46.8% | +29.6% | +17.2% | +23.9% |
| 5Y | -22.7% | +28.1% | -50.8% | -33.3% |
| All | -22.7% | +30.0% | -52.8% | -33.3% |
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 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