-31.7%
CPRT vs SHAK
-5.6%
-26.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.7% |
| 7D | -8.4% | -11.0% | +2.5% | -6.9% |
| 30D | +4.6% | -14.0% | +18.6% | +6.9% |
| 3M | -1.9% | +13.3% | -15.2% | -3.8% |
| 6M | -15.3% | -35.3% | +20.0% | -11.6% |
| YTD | -21.5% | -24.0% | +2.5% | -20.1% |
| 1Y | -36.6% | -36.7% | +0.1% | -33.9% |
| All | -31.7% | -5.6% | -26.0% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling