+344.5%
CSCO vs SHOP
+8,659.4%
-8,314.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -2.4% |
| 7D | -10.2% | -5.4% | -4.8% | -9.7% |
| 30D | -20.1% | -10.3% | -9.7% | -19.1% |
| 3M | -22.4% | +1.0% | -23.4% | -22.8% |
| 6M | +2.8% | +41.2% | -38.4% | -2.6% |
| YTD | +23.6% | -7.5% | +31.1% | +22.4% |
| 1Y | +34.0% | -4.6% | +38.6% | +32.0% |
| 3Y | +89.3% | +146.4% | -57.2% | +61.2% |
| 5Y | +87.9% | -2.5% | +90.4% | +68.3% |
| 10Y | +314.9% | +3,703.6% | -3,388.7% | +131.4% |
| All | +344.5% | +8,659.4% | -8,314.9% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling