+3,596.7%
SHOP vs CPRT
+386.2%
+3,210.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.2% |
| 7D | +2.8% | +4.0% | -1.2% | -0.4% |
| 30D | -14.2% | +18.2% | -32.4% | -26.2% |
| 3M | -5.5% | +9.2% | -14.7% | -14.6% |
| 6M | +32.8% | -4.8% | +37.6% | +34.5% |
| YTD | -8.9% | -17.5% | +8.6% | +4.2% |
| 1Y | -7.7% | -22.0% | +14.3% | +10.5% |
| 3Y | +139.0% | -33.7% | +172.7% | +226.5% |
| 5Y | -0.5% | -15.0% | +14.4% | +10.6% |
| All | +3,596.7% | +386.2% | +3,210.5% | +1,413.2% |
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