-4.6%
SHOP vs CPRT
-23.4%
+18.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.3% |
| 7D | -5.4% | +6.0% | -11.5% | -7.7% |
| 30D | -10.3% | +20.0% | -30.3% | -17.6% |
| 3M | +1.0% | +10.1% | -9.1% | -3.9% |
| 6M | +41.2% | -4.3% | +45.5% | +45.0% |
| YTD | -7.5% | -18.4% | +10.9% | +0.4% |
| 1Y | -4.6% | -20.1% | +15.5% | +0.9% |
| All | -4.6% | -23.4% | +18.8% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling