-28.1%
TGT vs CPB
-33.2%
+5.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.6% |
| 7D | +2.6% | -1.6% | +4.2% | +3.1% |
| 30D | +4.7% | +19.2% | -14.5% | -0.7% |
| 3M | +4.6% | -0.9% | +5.5% | +4.5% |
| 6M | +34.9% | +15.2% | +19.6% | +28.5% |
| YTD | +70.9% | -13.1% | +84.0% | +75.4% |
| 1Y | +84.4% | -22.4% | +106.8% | +95.7% |
| 3Y | +69.1% | -35.3% | +104.4% | +84.1% |
| All | -28.1% | -33.2% | +5.1% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling