+210.0%
TGT vs CNH
+113.9%
+96.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | +0.5% | +6.7% | -6.2% | -1.4% |
| 30D | +6.7% | +7.2% | -0.6% | +4.5% |
| 3M | +8.4% | +17.5% | -9.1% | +2.8% |
| 6M | +40.7% | +15.0% | +25.8% | +33.0% |
| YTD | +72.2% | +36.8% | +35.5% | +53.6% |
| 1Y | +86.2% | +27.6% | +58.5% | +69.2% |
| 3Y | +68.8% | +34.3% | +34.5% | +49.7% |
| 5Y | -25.2% | -12.2% | -13.0% | -27.5% |
| 10Y | +210.0% | +113.9% | +96.2% | +152.6% |
| All | +210.0% | +113.9% | +96.2% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling