+190.2%
SHEL vs CPRT
-9.0%
+199.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.9% | +2.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +8.7% | +9.9% | -1.3% | +7.5% |
| 3M | +11.0% | +5.6% | +5.3% | +10.2% |
| 6M | +14.6% | -13.6% | +28.2% | +16.4% |
| YTD | +33.3% | -16.7% | +50.0% | +35.9% |
| 1Y | +37.9% | -33.1% | +71.0% | +44.7% |
| 3Y | +69.7% | -27.1% | +96.8% | +74.8% |
| 5Y | +190.2% | -9.9% | +200.0% | +190.5% |
| All | +190.2% | -9.0% | +199.2% | +190.5% |
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