+66.8%
SHEL vs CPRT
-33.6%
+100.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -3.9% | -1.4% | -2.5% | -3.9% |
| 30D | -3.7% | +21.5% | -25.2% | -4.5% |
| 3M | +9.1% | +9.4% | -0.3% | +8.4% |
| 6M | +16.7% | -3.3% | +20.0% | +17.1% |
| YTD | +36.8% | -17.8% | +54.7% | +39.2% |
| 1Y | +31.8% | -22.2% | +54.0% | +35.0% |
| All | +66.8% | -33.6% | +100.4% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling