+4,898.8%
TGT vs CPRT
+23,878.7%
-18,979.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.3% |
| 30D | +12.2% | +16.6% | -4.4% | +8.6% |
| 3M | +33.8% | +9.6% | +24.2% | +31.0% |
| 6M | +39.3% | -11.1% | +50.4% | +42.1% |
| YTD | +72.9% | -13.9% | +86.7% | +77.1% |
| 1Y | +84.6% | -32.5% | +117.1% | +98.4% |
| 3Y | +46.2% | -25.0% | +71.3% | +53.5% |
| 5Y | -21.3% | -7.4% | -14.0% | -20.9% |
| 10Y | +213.5% | +422.0% | -208.5% | +132.0% |
| All | +4,898.8% | +23,878.7% | -18,979.9% | +2,232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling