+210.7%
SHEL vs CPRT
+384.2%
-173.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | -3.7% | +21.5% | -25.2% | -8.9% |
| 3M | +9.1% | +9.4% | -0.3% | +5.6% |
| 6M | +16.7% | -3.3% | +20.0% | +16.4% |
| YTD | +36.8% | -17.8% | +54.7% | +42.6% |
| 1Y | +31.8% | -22.2% | +54.0% | +39.6% |
| 3Y | +67.9% | -34.0% | +101.9% | +83.1% |
| 5Y | +163.3% | -15.4% | +178.8% | +157.4% |
| 10Y | +210.7% | +376.0% | -165.3% | +75.2% |
| All | +210.7% | +384.2% | -173.5% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling