+9,996.4%
SHW vs CPRT
+23,878.7%
-13,882.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -3.2% | +2.2% | -5.4% | -3.6% |
| 30D | -9.5% | +16.6% | -26.2% | -12.2% |
| 3M | +11.5% | +9.6% | +1.9% | +9.3% |
| 6M | -3.5% | -11.1% | +7.6% | -1.7% |
| YTD | +3.7% | -13.9% | +17.6% | +6.1% |
| 1Y | -7.9% | -32.5% | +24.6% | -1.5% |
| 3Y | +24.7% | -25.0% | +49.7% | +30.5% |
| 5Y | +13.6% | -7.4% | +21.0% | +14.1% |
| 10Y | +283.0% | +422.0% | -139.0% | +198.8% |
| All | +9,996.4% | +23,878.7% | -13,882.3% | +5,524.7% |
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