+612.6%
CPRT vs SHAK
+43.4%
+569.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.8% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +9.9% | -5.2% | +15.2% | +11.0% |
| 3M | +5.6% | +27.3% | -21.6% | +0.8% |
| 6M | -13.6% | -27.9% | +14.3% | -10.2% |
| YTD | -16.7% | -17.0% | +0.2% | -15.9% |
| 1Y | -33.1% | -30.9% | -2.2% | -30.4% |
| 3Y | -27.1% | +3.4% | -30.4% | -32.5% |
| 5Y | -9.9% | -20.5% | +10.6% | -16.1% |
| 10Y | +415.3% | +88.3% | +327.0% | +292.2% |
| All | +612.6% | +43.4% | +569.2% | +439.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling