+69.7%
SHEL vs CPRT
-27.3%
+97.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.9% | +2.8% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +8.7% | +9.9% | -1.3% | +7.9% |
| 3M | +11.0% | +5.6% | +5.3% | +10.5% |
| 6M | +14.6% | -13.6% | +28.2% | +16.4% |
| YTD | +33.3% | -16.7% | +50.0% | +35.8% |
| 1Y | +37.9% | -33.1% | +71.0% | +44.7% |
| 3Y | +69.7% | -27.1% | +96.8% | +71.4% |
| All | +69.7% | -27.3% | +97.1% | +71.4% |
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