+206.9%
TGT vs CPRT
+413.3%
-206.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.5% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +4.4% | +8.2% | -3.8% | +0.8% |
| 3M | +25.4% | +2.3% | +23.1% | +23.4% |
| 6M | +33.4% | -14.7% | +48.1% | +41.0% |
| YTD | +65.6% | -18.2% | +83.8% | +77.2% |
| 1Y | +80.3% | -33.4% | +113.7% | +109.6% |
| 3Y | +42.1% | -28.3% | +70.5% | +58.4% |
| 5Y | -25.0% | -9.8% | -15.2% | -25.8% |
| All | +206.9% | +413.3% | -206.4% | +76.7% |
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