-22.7%
TGT vs CLF
-48.3%
+25.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -0.6% | +6.5% | -7.1% | -1.6% |
| 30D | +9.5% | +0.2% | +9.3% | +9.3% |
| 3M | +32.3% | -3.1% | +35.3% | +31.8% |
| 6M | +37.0% | +25.0% | +12.0% | +29.7% |
| YTD | +71.0% | -7.5% | +78.5% | +69.1% |
| 1Y | +85.0% | +11.5% | +73.5% | +73.3% |
| 3Y | +46.8% | -13.7% | +60.5% | +37.0% |
| 5Y | -22.7% | -47.0% | +24.2% | -24.5% |
| All | -22.7% | -48.3% | +25.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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