-14.1%
CPRT vs SHAK
-27.4%
+13.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.6% |
| 7D | -8.4% | -11.0% | +2.5% | -6.3% |
| 30D | +4.6% | -14.0% | +18.6% | +7.8% |
| 3M | -1.9% | +13.3% | -15.2% | -4.7% |
| 6M | -15.3% | -35.3% | +20.0% | -9.8% |
| YTD | -21.5% | -24.0% | +2.5% | -19.4% |
| 1Y | -36.6% | -36.7% | +0.1% | -32.7% |
| 3Y | -31.2% | -5.4% | -25.8% | -37.8% |
| 5Y | -14.1% | -24.9% | +10.8% | -22.0% |
| All | -14.1% | -27.4% | +13.3% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling