+201.6%
TGT vs CNH
+106.0%
+95.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.6% | +3.0% | -0.4% | +1.7% |
| 30D | +4.7% | -0.6% | +5.3% | +4.7% |
| 3M | +4.6% | +14.6% | -10.1% | -0.2% |
| 6M | +34.9% | +11.8% | +23.1% | +28.4% |
| YTD | +70.9% | +30.4% | +40.5% | +54.4% |
| 1Y | +84.4% | +19.1% | +65.3% | +70.9% |
| 3Y | +69.1% | +30.2% | +38.9% | +51.3% |
| 5Y | -26.9% | -17.8% | -9.1% | -27.9% |
| All | +201.6% | +106.0% | +95.6% | +147.2% |
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