-25.1%
TGT vs CNC
+10.7%
-35.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -5.2% | -0.9% | -4.3% | -5.2% |
| 30D | +1.2% | -1.0% | +2.2% | +1.3% |
| 3M | +18.4% | +4.5% | +13.9% | +17.8% |
| 6M | +33.4% | +85.2% | -51.8% | +26.2% |
| YTD | +63.8% | +61.4% | +2.4% | +56.1% |
| 1Y | +77.2% | +94.9% | -17.7% | +65.2% |
| 3Y | +41.8% | 0.0% | +41.8% | +39.1% |
| All | -25.1% | +10.7% | -35.8% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling