+200.6%
TGT vs CPRT
+370.9%
-170.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +2.6% | -1.5% | +4.1% | +3.2% |
| 30D | +6.6% | +21.3% | -14.7% | -1.2% |
| 3M | +5.2% | +10.4% | -5.1% | +0.5% |
| 6M | +35.3% | -4.3% | +39.6% | +36.3% |
| YTD | +70.3% | -18.3% | +88.6% | +81.8% |
| 1Y | +81.2% | -22.5% | +103.6% | +97.5% |
| 3Y | +66.9% | -34.3% | +101.3% | +92.6% |
| 5Y | -27.2% | -17.8% | -9.4% | -26.0% |
| All | +200.6% | +370.9% | -170.3% | +86.8% |
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