+43.3%
TGT vs CNP
+52.2%
-8.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -3.6% | +0.7% | -4.2% | -3.7% |
| 30D | +4.4% | -0.1% | +4.5% | +4.3% |
| 3M | +25.4% | -5.6% | +31.0% | +27.2% |
| 6M | +33.4% | -7.5% | +40.9% | +35.9% |
| YTD | +65.6% | +5.5% | +60.1% | +62.2% |
| 1Y | +80.3% | +8.3% | +71.9% | +75.0% |
| All | +43.3% | +52.2% | -8.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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