+652.7%
TGT vs CNC
+5,287.0%
-4,634.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | -3.6% | -4.9% | +1.3% | -2.8% |
| 30D | +4.4% | -3.8% | +8.2% | +5.0% |
| 3M | +25.4% | -3.2% | +28.6% | +25.7% |
| 6M | +33.4% | +47.9% | -14.5% | +24.2% |
| YTD | +65.6% | +55.7% | +9.9% | +52.3% |
| 1Y | +80.3% | +106.2% | -26.0% | +57.5% |
| 3Y | +42.1% | -2.1% | +44.2% | +35.0% |
| 5Y | -25.0% | +3.4% | -28.4% | -30.1% |
| 10Y | +208.2% | +91.7% | +116.6% | +147.8% |
| All | +652.7% | +5,287.0% | -4,634.3% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling