+6,242.0%
TGT vs CPB
+325.7%
+5,916.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.3% |
| 7D | +0.8% | -8.6% | +9.4% | +3.3% |
| 30D | +12.2% | -7.2% | +19.4% | +14.6% |
| 3M | +33.8% | +0.9% | +32.9% | +33.0% |
| 6M | +39.3% | -11.8% | +51.1% | +43.7% |
| YTD | +72.9% | -19.4% | +92.3% | +82.5% |
| 1Y | +84.6% | -30.4% | +114.9% | +103.0% |
| 3Y | +46.2% | -40.2% | +86.4% | +65.8% |
| 5Y | -21.3% | -39.5% | +18.2% | -11.7% |
| 10Y | +213.5% | -47.4% | +260.9% | +251.4% |
| All | +6,242.0% | +325.7% | +5,916.2% | +3,622.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling