+78.5%
TGT vs CPRT
-35.8%
+114.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | 0.0% |
| 7D | -5.0% | -8.4% | +3.4% | -2.7% |
| 30D | +3.0% | +4.6% | -1.5% | +1.3% |
| 3M | +22.6% | -1.9% | +24.6% | +22.8% |
| 6M | +31.2% | -15.3% | +46.5% | +36.5% |
| YTD | +63.7% | -21.5% | +85.2% | +72.2% |
| 1Y | +78.5% | -36.6% | +115.1% | +101.2% |
| All | +78.5% | -35.8% | +114.3% | +101.2% |
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