-25.2%
TGT vs CPRT
-15.6%
-9.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +0.5% | -1.4% | +1.8% | +1.1% |
| 30D | +6.7% | +21.5% | -14.8% | -2.7% |
| 3M | +8.4% | +9.4% | -1.0% | +2.8% |
| 6M | +40.7% | -3.3% | +44.0% | +41.3% |
| YTD | +72.2% | -17.8% | +90.1% | +86.6% |
| 1Y | +86.2% | -22.2% | +108.3% | +107.7% |
| 3Y | +68.8% | -34.0% | +102.8% | +100.0% |
| 5Y | -25.2% | -15.4% | -9.8% | -31.1% |
| All | -25.2% | -15.6% | -9.6% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling