+6,183.3%
TGT vs CLF
+737.5%
+5,445.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.4% |
| 7D | +5.5% | -9.1% | +14.6% | +6.6% |
| 30D | +6.0% | -0.9% | +7.0% | +5.6% |
| 3M | +8.0% | +3.0% | +5.0% | +6.6% |
| 6M | +32.3% | +16.7% | +15.6% | +27.2% |
| YTD | +71.3% | -3.2% | +74.4% | +67.1% |
| 1Y | +86.8% | +24.6% | +62.2% | +76.0% |
| 3Y | +67.9% | -22.3% | +90.2% | +61.1% |
| 5Y | -25.1% | -41.2% | +16.1% | -27.3% |
| 10Y | +211.8% | +83.5% | +128.3% | +131.8% |
| All | +6,183.3% | +737.5% | +5,445.8% | +1,811.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling