+46.8%
TGT vs CPRT
-27.3%
+74.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | +0.1% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +9.5% | +9.9% | -0.4% | +5.5% |
| 3M | +32.3% | +5.6% | +26.6% | +29.0% |
| 6M | +37.0% | -13.6% | +50.6% | +43.7% |
| YTD | +71.0% | -16.7% | +87.8% | +81.1% |
| 1Y | +85.0% | -33.1% | +118.2% | +114.3% |
| 3Y | +46.8% | -27.1% | +73.9% | +66.7% |
| All | +46.8% | -27.3% | +74.2% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling