+120.5%
SHOP vs CPRT
-25.5%
+146.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.9% |
| 7D | -5.1% | +2.2% | -7.3% | -6.6% |
| 30D | +0.6% | +16.6% | -16.0% | -11.3% |
| 3M | +25.0% | +9.6% | +15.4% | +15.1% |
| 6M | +11.9% | -11.1% | +23.0% | +22.3% |
| YTD | -9.9% | -13.9% | +4.0% | +0.5% |
| 1Y | 0.0% | -32.5% | +32.5% | +37.3% |
| All | +120.5% | -25.5% | +146.0% | +138.3% |
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