+63.9%
CSCO vs SHOP
+3.0%
+61.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | -0.7% | -5.1% | +4.4% | -0.3% |
| 30D | -10.1% | +0.6% | -10.7% | -10.3% |
| 3M | -15.7% | +25.0% | -40.7% | -17.6% |
| 6M | +36.3% | +11.9% | +24.4% | +33.9% |
| YTD | +43.8% | -9.9% | +53.7% | +43.5% |
| 1Y | +63.9% | 0.0% | +64.0% | +62.9% |
| All | +63.9% | +3.0% | +61.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling