+279.7%
TGT vs CNH
+64.7%
+215.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -0.7% |
| 7D | +0.8% | +23.3% | -22.5% | -4.5% |
| 30D | +12.2% | +33.5% | -21.3% | +4.1% |
| 3M | +33.8% | +32.7% | +1.1% | +23.8% |
| 6M | +39.3% | +22.2% | +17.1% | +30.7% |
| YTD | +72.9% | +57.7% | +15.2% | +51.6% |
| 1Y | +84.6% | +28.0% | +56.6% | +70.4% |
| 3Y | +46.2% | +11.5% | +34.7% | +37.6% |
| 5Y | -21.3% | +11.9% | -33.2% | -27.2% |
| 10Y | +213.5% | +162.8% | +50.7% | +139.8% |
| All | +279.7% | +64.7% | +215.1% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling