-2.9%
SHOP vs C
+107.6%
-110.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.1% |
| 7D | -5.4% | -2.4% | -3.1% | -3.3% |
| 30D | -10.3% | -6.0% | -4.3% | -5.4% |
| 3M | +1.0% | -10.5% | +11.5% | +10.7% |
| 6M | +41.2% | -5.7% | +46.9% | +45.3% |
| YTD | -7.5% | +4.1% | -11.6% | -14.3% |
| 1Y | -4.6% | +20.5% | -25.1% | -23.1% |
| 3Y | +146.4% | +208.1% | -61.7% | -24.6% |
| All | -2.9% | +107.6% | -110.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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