+77.2%
TGT vs CMI
+39.5%
+37.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | 0.0% |
| 7D | -5.2% | -0.7% | -4.5% | -5.2% |
| 30D | +1.2% | -12.4% | +13.6% | +1.7% |
| 3M | +18.4% | -14.8% | +33.2% | +18.4% |
| 6M | +33.4% | +0.8% | +32.7% | +28.8% |
| YTD | +63.8% | +10.2% | +53.6% | +57.4% |
| 1Y | +77.2% | +37.4% | +39.7% | +68.2% |
| All | +77.2% | +39.5% | +37.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling