+77.2%
TGT vs CPB
-33.6%
+110.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.2% | -1.8% | -3.5% | -4.8% |
| 30D | +1.2% | -7.1% | +8.3% | +3.3% |
| 3M | +18.4% | -6.0% | +24.4% | +19.8% |
| 6M | +33.4% | -5.3% | +38.7% | +34.2% |
| YTD | +63.8% | -20.8% | +84.6% | +70.3% |
| 1Y | +77.2% | -33.8% | +111.0% | +94.0% |
| All | +77.2% | -33.6% | +110.8% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling