+2,941.1%
SHOP vs CAH
+297.3%
+2,643.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.2% |
| 7D | -13.2% | -5.1% | -8.2% | -12.1% |
| 30D | -17.0% | -1.8% | -15.3% | -16.7% |
| 3M | +17.0% | +9.4% | +7.7% | +14.7% |
| 6M | -2.1% | +9.2% | -11.4% | -4.3% |
| YTD | -21.4% | +15.7% | -37.0% | -24.4% |
| 1Y | -11.0% | +59.7% | -70.7% | -21.7% |
| 3Y | +100.9% | +178.5% | -77.5% | +51.4% |
| 5Y | -14.7% | +398.3% | -413.0% | -46.0% |
| All | +2,941.1% | +297.3% | +2,643.8% | +1,787.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling