+308.5%
CSCO vs SHOP
+3,581.9%
-3,273.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.5% | -6.3% |
| 7D | +1.9% | -1.2% | +3.1% | +2.1% |
| 30D | -15.8% | -14.7% | -1.1% | -14.2% |
| 3M | -15.4% | -7.2% | -8.2% | -14.9% |
| 6M | -5.4% | +54.2% | -59.6% | -11.8% |
| YTD | +26.5% | -8.6% | +35.1% | +25.3% |
| 1Y | +25.9% | +0.5% | +25.4% | +23.0% |
| 3Y | +97.5% | +135.9% | -38.4% | +65.7% |
| 5Y | +93.0% | -11.9% | +104.9% | +76.5% |
| All | +308.5% | +3,581.9% | -3,273.4% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling