+40.5%
CSCO vs SHOP
-8.3%
+48.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | +6.6% | +2.1% | +4.5% | +6.4% |
| 30D | -11.3% | -16.8% | +5.5% | -10.5% |
| 3M | -17.3% | -2.4% | -14.9% | -17.2% |
| 6M | +3.5% | +47.0% | -43.5% | -0.1% |
| YTD | +34.9% | -8.8% | +43.7% | +33.1% |
| 1Y | +40.5% | -6.3% | +46.7% | +38.8% |
| All | +40.5% | -8.3% | +48.8% | +38.8% |
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