+135.9%
SHOP vs CPRT
-34.3%
+170.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -14.7% | +21.2% | -35.9% | -24.9% |
| 3M | -7.2% | +8.3% | -15.5% | -13.2% |
| 6M | +54.2% | -3.4% | +57.6% | +56.1% |
| YTD | -8.6% | -18.7% | +10.1% | +5.0% |
| 1Y | +0.5% | -23.5% | +24.0% | +20.8% |
| 3Y | +135.9% | -34.2% | +170.1% | +217.4% |
| All | +135.9% | -34.3% | +170.3% | +217.4% |
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