+146.4%
SHOP vs CPRT
-30.7%
+177.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.6% |
| 7D | -5.4% | +6.0% | -11.5% | -8.8% |
| 30D | -10.3% | +20.0% | -30.3% | -20.7% |
| 3M | +1.0% | +10.1% | -9.1% | -6.6% |
| 6M | +41.2% | -4.3% | +45.5% | +44.3% |
| YTD | -7.5% | -18.4% | +10.9% | +6.0% |
| 1Y | -4.6% | -20.1% | +15.5% | +10.5% |
| 3Y | +146.4% | -30.4% | +176.8% | +225.0% |
| All | +146.4% | -30.7% | +177.1% | +225.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling