+6,242.0%
TGT vs CLF
+714.0%
+5,527.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +0.8% | +7.6% | -6.8% | -0.2% |
| 30D | +12.2% | -1.2% | +13.4% | +12.2% |
| 3M | +33.8% | -13.4% | +47.2% | +35.1% |
| 6M | +39.3% | +15.4% | +23.9% | +34.7% |
| YTD | +72.9% | -5.9% | +78.7% | +70.6% |
| 1Y | +84.6% | +18.8% | +65.7% | +74.5% |
| 3Y | +46.2% | -19.4% | +65.6% | +40.5% |
| 5Y | -21.3% | -47.7% | +26.4% | -22.3% |
| 10Y | +213.5% | +130.4% | +83.2% | +126.4% |
| All | +6,242.0% | +714.0% | +5,527.9% | +1,851.4% |
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