+417.2%
CSCO vs SHOP
+8,434.7%
-8,017.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | -0.7% | -5.1% | +4.4% | -0.1% |
| 30D | -10.1% | +0.6% | -10.7% | -10.3% |
| 3M | -15.7% | +25.0% | -40.7% | -18.4% |
| 6M | +36.3% | +11.9% | +24.4% | +32.7% |
| YTD | +43.8% | -9.9% | +53.7% | +43.3% |
| 1Y | +63.9% | 0.0% | +64.0% | +60.7% |
| 3Y | +104.4% | +117.5% | -13.1% | +76.5% |
| 5Y | +111.4% | -6.6% | +118.0% | +90.7% |
| 10Y | +361.7% | +3,320.3% | -2,958.6% | +160.2% |
| All | +417.2% | +8,434.7% | -8,017.5% | +187.3% |
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