+377.3%
CSCO vs SHOP
+2,872.8%
-2,495.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.0% |
| 7D | 0.0% | -10.6% | +10.6% | +1.4% |
| 30D | -10.7% | -18.3% | +7.6% | -8.5% |
| 3M | -8.7% | +14.8% | -23.6% | -11.2% |
| 6M | +44.9% | -5.0% | +49.9% | +43.8% |
| YTD | +44.1% | -21.2% | +65.4% | +46.1% |
| 1Y | +65.9% | -11.6% | +77.5% | +64.8% |
| 3Y | +109.0% | +101.2% | +7.8% | +78.8% |
| 5Y | +114.8% | -15.7% | +130.5% | +96.2% |
| 10Y | +377.3% | +2,989.4% | -2,612.1% | +115.6% |
| All | +377.3% | +2,872.8% | -2,495.5% | +115.6% |
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