+67.9%
TGT vs CNH
+31.3%
+36.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -0.5% |
| 7D | +5.5% | +4.5% | +1.0% | +4.0% |
| 30D | +6.0% | +7.6% | -1.6% | +3.5% |
| 3M | +8.0% | +17.0% | -9.0% | +1.7% |
| 6M | +32.3% | +12.9% | +19.4% | +24.8% |
| YTD | +71.3% | +34.3% | +37.0% | +48.9% |
| 1Y | +86.8% | +28.5% | +58.3% | +65.0% |
| 3Y | +67.9% | +31.9% | +36.0% | +43.2% |
| All | +67.9% | +31.3% | +36.5% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling