-11.2%
SHOP vs CPRT
-18.6%
+7.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | -14.7% | +21.2% | -35.9% | -31.1% |
| 3M | -7.2% | +8.3% | -15.5% | -18.0% |
| 6M | +54.2% | -3.4% | +57.6% | +53.2% |
| YTD | -8.6% | -18.7% | +10.1% | +10.6% |
| 1Y | +0.5% | -23.5% | +24.0% | +30.6% |
| 3Y | +135.9% | -34.2% | +170.1% | +238.8% |
| All | -11.2% | -18.6% | +7.4% | -23.2% |
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