-27.2%
TGT vs CNP
+73.9%
-101.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.6% | +2.5% | +0.1% | +1.7% |
| 30D | +6.6% | +4.0% | +2.6% | +4.9% |
| 3M | +5.2% | +1.6% | +3.6% | +4.3% |
| 6M | +35.3% | -1.7% | +37.0% | +35.6% |
| YTD | +70.3% | +8.6% | +61.7% | +63.4% |
| 1Y | +81.2% | +5.8% | +75.3% | +75.6% |
| 3Y | +66.9% | +63.0% | +3.9% | +29.6% |
| 5Y | -27.2% | +74.7% | -101.8% | -44.1% |
| All | -27.2% | +73.9% | -101.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling