+46.8%
TGT vs CNH
+7.5%
+39.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.6% |
| 7D | -0.6% | +8.8% | -9.4% | -3.4% |
| 30D | +9.5% | +24.7% | -15.1% | +1.8% |
| 3M | +32.3% | +27.3% | +4.9% | +21.3% |
| 6M | +37.0% | +23.2% | +13.9% | +26.0% |
| YTD | +71.0% | +48.9% | +22.1% | +45.5% |
| 1Y | +85.0% | +19.4% | +65.6% | +70.9% |
| 3Y | +46.8% | +7.8% | +39.1% | +34.6% |
| All | +46.8% | +7.5% | +39.3% | +34.6% |
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 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