+8,434.7%
SHOP vs CPRT
+654.4%
+7,780.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.9% |
| 7D | -5.1% | +2.2% | -7.3% | -6.8% |
| 30D | +0.6% | +16.6% | -16.0% | -12.6% |
| 3M | +25.0% | +9.6% | +15.4% | +13.8% |
| 6M | +11.9% | -11.1% | +23.0% | +21.8% |
| YTD | -9.9% | -13.9% | +4.0% | +0.3% |
| 1Y | 0.0% | -32.5% | +32.5% | +36.1% |
| 3Y | +117.5% | -25.0% | +142.5% | +169.6% |
| 5Y | -6.6% | -7.4% | +0.7% | -0.9% |
| 10Y | +3,320.3% | +422.0% | +2,898.3% | +1,264.8% |
| All | +8,434.7% | +654.4% | +7,780.3% | +2,799.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling