+10,650.8%
SHW vs CPRT
+22,868.9%
-12,218.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +4.2% | +4.0% | +0.3% | +3.5% |
| 30D | +11.3% | +18.2% | -7.0% | +7.9% |
| 3M | -1.8% | +9.2% | -11.0% | -3.6% |
| 6M | +12.7% | -4.8% | +17.5% | +13.4% |
| YTD | +10.4% | -17.5% | +27.9% | +13.8% |
| 1Y | +4.7% | -22.0% | +26.7% | +9.0% |
| 3Y | +42.7% | -33.7% | +76.4% | +52.7% |
| 5Y | +14.5% | -15.0% | +29.5% | +16.8% |
| 10Y | +340.7% | +385.2% | -44.4% | +247.8% |
| All | +10,650.8% | +22,868.9% | -12,218.1% | +5,934.2% |
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