-25.0%
TGT vs CNH
+12.3%
-37.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.9% |
| 7D | -3.6% | +1.8% | -5.4% | -4.2% |
| 30D | +4.4% | +32.6% | -28.2% | -5.0% |
| 3M | +25.4% | +29.4% | -4.1% | +14.1% |
| 6M | +33.4% | +26.0% | +7.4% | +21.4% |
| YTD | +65.6% | +52.2% | +13.4% | +40.2% |
| 1Y | +80.3% | +23.9% | +56.4% | +63.9% |
| 3Y | +42.1% | +10.1% | +32.0% | +31.6% |
| 5Y | -25.0% | +13.2% | -38.2% | -33.3% |
| All | -25.0% | +12.3% | -37.3% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling