+301.0%
CSCO vs SHOP
+3,642.4%
-3,341.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -2.4% |
| 7D | -10.2% | -5.4% | -4.8% | -9.6% |
| 30D | -20.1% | -10.3% | -9.7% | -19.0% |
| 3M | -22.1% | +1.0% | -23.1% | -22.6% |
| 6M | +3.2% | +41.2% | -38.0% | -2.8% |
| YTD | +24.1% | -7.5% | +31.6% | +22.8% |
| 1Y | +34.6% | -4.6% | +39.1% | +32.3% |
| 3Y | +90.0% | +146.4% | -56.4% | +58.4% |
| 5Y | +88.6% | -2.5% | +91.1% | +69.1% |
| All | +301.0% | +3,642.4% | -3,341.4% | +80.6% |
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