+33.3%
SHEL vs CPRT
-31.2%
+64.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +2.2% | +2.2% | 0.0% | +2.3% |
| 30D | +6.8% | +16.6% | -9.8% | +7.6% |
| 3M | +8.1% | +9.6% | -1.5% | +8.8% |
| 6M | +14.4% | -11.1% | +25.5% | +14.8% |
| YTD | +30.0% | -13.9% | +43.8% | +30.3% |
| 1Y | +33.3% | -32.5% | +65.8% | +32.0% |
| All | +33.3% | -31.2% | +64.6% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling