+201.6%
TGT vs CPRT
+368.4%
-166.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +4.7% | +21.2% | -16.5% | -2.9% |
| 3M | +4.6% | +8.3% | -3.8% | +0.6% |
| 6M | +34.9% | -3.4% | +38.2% | +35.3% |
| YTD | +70.9% | -18.7% | +89.6% | +82.8% |
| 1Y | +84.4% | -23.5% | +107.9% | +102.1% |
| 3Y | +69.1% | -34.2% | +103.3% | +94.9% |
| 5Y | -26.9% | -18.2% | -8.7% | -25.6% |
| All | +201.6% | +368.4% | -166.8% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling