+3,003.4%
SHOP vs CPRT
+411.2%
+2,592.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.3% | -4.3% | -4.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | -11.5% | +9.9% | -21.4% | -19.3% |
| 3M | +21.1% | +5.6% | +15.4% | +13.5% |
| 6M | +3.0% | -13.6% | +16.6% | +15.4% |
| YTD | -16.7% | -16.7% | 0.0% | -4.1% |
| 1Y | -8.3% | -33.1% | +24.8% | +27.5% |
| 3Y | +112.8% | -27.1% | +139.9% | +171.7% |
| 5Y | -9.3% | -9.9% | +0.6% | -1.8% |
| 10Y | +3,003.4% | +415.3% | +2,588.1% | +1,015.7% |
| All | +3,003.4% | +411.2% | +2,592.3% | +1,015.7% |
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