-5.6%
SHOP vs CPRT
-7.1%
+1.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -1.0% |
| 7D | -5.1% | +2.2% | -7.3% | -7.4% |
| 30D | +0.6% | +16.6% | -16.0% | -16.5% |
| 3M | +25.0% | +9.6% | +15.4% | +10.0% |
| 6M | +11.9% | -11.1% | +23.0% | +25.5% |
| YTD | -9.9% | -13.9% | +4.0% | +3.8% |
| 1Y | 0.0% | -32.5% | +32.5% | +53.5% |
| 3Y | +117.5% | -25.0% | +142.5% | +168.2% |
| All | -5.6% | -7.1% | +1.5% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling