+88.6%
TGT vs CNC
+122.0%
-33.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.6% | -7.0% | +4.7% |
| 7D | +9.5% | +13.4% | -3.9% | +8.4% |
| 30D | +6.6% | +18.2% | -11.6% | +5.4% |
| 3M | +11.0% | +18.6% | -7.7% | +9.9% |
| 6M | +29.9% | +41.9% | -12.1% | +28.4% |
| YTD | +71.4% | +84.7% | -13.3% | +67.7% |
| 1Y | +88.6% | +110.5% | -21.9% | +79.7% |
| All | +88.6% | +122.0% | -33.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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