+32.6%
CSCO vs SHOP
-5.2%
+37.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -2.2% |
| 7D | -10.2% | -5.4% | -4.8% | -9.9% |
| 30D | -20.1% | -10.3% | -9.7% | -19.6% |
| 3M | -22.1% | +1.0% | -23.1% | -22.1% |
| 6M | +3.2% | +41.2% | -38.0% | 0.0% |
| YTD | +24.1% | -7.5% | +31.6% | +22.2% |
| All | +32.6% | -5.2% | +37.8% | +31.0% |
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