+114.0%
CSCO vs SHOP
-12.8%
+126.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.5% | +0.7% |
| 7D | -0.5% | -4.1% | +3.6% | -0.1% |
| 30D | -10.1% | -11.5% | +1.4% | -9.1% |
| 3M | -11.7% | +21.1% | -32.8% | -14.0% |
| 6M | +40.1% | +3.0% | +37.1% | +38.1% |
| YTD | +43.8% | -16.7% | +60.5% | +44.5% |
| 1Y | +66.6% | -8.3% | +74.9% | +65.2% |
| 3Y | +108.5% | +112.8% | -4.3% | +85.8% |
| 5Y | +114.0% | -9.3% | +123.2% | +86.1% |
| All | +114.0% | -12.8% | +126.7% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling