+135.9%
SHOP vs CAH
+180.6%
-44.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.2% | +3.5% | -4.7% | -1.6% |
| 30D | -14.7% | +13.5% | -28.2% | -16.0% |
| 3M | -7.2% | +21.8% | -29.1% | -9.2% |
| 6M | +54.2% | +51.5% | +2.7% | +48.6% |
| YTD | -8.6% | +38.1% | -46.7% | -11.5% |
| 1Y | +0.5% | +37.7% | -37.2% | -2.6% |
| 3Y | +135.9% | +179.6% | -43.7% | +102.6% |
| All | +135.9% | +180.6% | -44.6% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling