+159.2%
SHEL vs CPRT
-18.2%
+177.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | -4.3% | +21.4% | -25.7% | -6.0% |
| 3M | +10.4% | +10.4% | 0.0% | +9.1% |
| 6M | +17.5% | -4.3% | +21.9% | +17.9% |
| YTD | +37.8% | -18.3% | +56.1% | +40.6% |
| 1Y | +33.8% | -22.5% | +56.3% | +37.5% |
| 3Y | +69.1% | -34.3% | +103.4% | +76.6% |
| All | +159.2% | -18.2% | +177.4% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling