-23.9%
CPRT vs SHAK
-21.2%
-2.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +4.5% |
| 7D | +12.6% | +8.3% | +4.3% | +11.5% |
| 30D | +18.0% | +16.7% | +1.3% | +15.6% |
| 3M | +11.0% | +10.0% | +1.0% | +9.4% |
| 6M | -2.0% | -23.8% | +21.8% | -2.1% |
| YTD | -16.7% | -10.3% | -6.4% | -17.3% |
| 1Y | -23.9% | -22.9% | -1.0% | -23.0% |
| All | -23.9% | -21.2% | -2.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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