+1,015.9%
TGT vs CSGP
+3,294.4%
-2,278.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.1% |
| 7D | +2.6% | +1.3% | +1.4% | +2.4% |
| 30D | +5.0% | +10.7% | -5.7% | +2.7% |
| 3M | +8.5% | +3.3% | +5.3% | +7.3% |
| 6M | +23.8% | -10.3% | +34.1% | +25.0% |
| YTD | +66.5% | -54.6% | +121.1% | +88.3% |
| 1Y | +84.9% | -54.6% | +139.5% | +109.0% |
| 3Y | +59.2% | -60.3% | +119.6% | +82.4% |
| 5Y | -27.2% | -63.3% | +36.1% | -16.4% |
| 10Y | +221.5% | +66.5% | +155.0% | +182.0% |
| All | +1,015.9% | +3,294.4% | -2,278.6% | +475.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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