+81.2%
TGT vs CPRT
-22.3%
+103.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | +6.6% | +21.3% | -14.7% | +1.5% |
| 3M | +5.2% | +10.4% | -5.1% | +1.9% |
| 6M | +35.3% | -4.3% | +39.6% | +35.5% |
| YTD | +70.3% | -18.3% | +88.6% | +73.5% |
| 1Y | +81.2% | -22.5% | +103.6% | +88.6% |
| All | +81.2% | -22.3% | +103.5% | +88.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling