+35.3%
TGT vs CNH
+10.0%
+25.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.5% |
| 7D | +2.6% | +6.4% | -3.8% | +1.8% |
| 30D | +6.6% | -1.6% | +8.3% | +6.5% |
| 3M | +5.2% | +11.6% | -6.3% | +4.0% |
| 6M | +35.3% | +12.5% | +22.8% | +32.9% |
| All | +35.3% | +10.0% | +25.4% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling