+207.3%
SHEL vs CPRT
+410.9%
-203.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +3.0% | -0.4% | +3.4% | +3.0% |
| 30D | +7.2% | +8.2% | -1.0% | +4.5% |
| 3M | +12.9% | +2.3% | +10.6% | +11.3% |
| 6M | +13.7% | -14.7% | +28.4% | +18.1% |
| YTD | +33.7% | -18.2% | +51.9% | +40.1% |
| 1Y | +37.9% | -33.4% | +71.2% | +53.8% |
| 3Y | +70.2% | -28.3% | +98.6% | +80.7% |
| 5Y | +192.3% | -9.8% | +202.2% | +177.8% |
| 10Y | +207.3% | +412.4% | -205.1% | +73.0% |
| All | +207.3% | +410.9% | -203.6% | +73.0% |
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 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