+6,183.3%
TGT vs CL
+5,423.1%
+760.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | +8.0% | +5.9% | +2.1% | +5.7% |
| 6M | +32.3% | +13.3% | +19.0% | +25.8% |
| YTD | +71.3% | +27.1% | +44.1% | +55.1% |
| 1Y | +86.8% | +28.0% | +58.8% | +68.6% |
| 3Y | +67.9% | +39.4% | +28.5% | +44.5% |
| 5Y | -25.1% | +40.8% | -65.8% | -35.8% |
| 10Y | +211.8% | +84.9% | +126.9% | +135.6% |
| All | +6,183.3% | +5,423.1% | +760.2% | +1,082.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling