+203.4%
TGT vs CPRT
+392.8%
-189.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.4% |
| 7D | -5.0% | -8.4% | +3.4% | -1.7% |
| 30D | +3.0% | +4.6% | -1.5% | +0.8% |
| 3M | +22.6% | -1.9% | +24.6% | +22.7% |
| 6M | +31.2% | -15.3% | +46.5% | +39.0% |
| YTD | +63.7% | -21.5% | +85.2% | +78.0% |
| 1Y | +78.5% | -36.6% | +115.1% | +111.7% |
| 3Y | +40.5% | -31.2% | +71.7% | +59.1% |
| 5Y | -25.6% | -14.1% | -11.5% | -25.0% |
| All | +203.4% | +392.8% | -189.4% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CPRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling