-11.2%
SHOP vs CAH
+505.3%
-516.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.2% | +3.5% | -4.7% | -1.9% |
| 30D | -14.7% | +13.5% | -28.2% | -16.7% |
| 3M | -7.2% | +21.8% | -29.1% | -10.6% |
| 6M | +54.2% | +51.5% | +2.7% | +43.1% |
| YTD | -8.6% | +38.1% | -46.7% | -14.2% |
| 1Y | +0.5% | +37.7% | -37.2% | -5.6% |
| 3Y | +135.9% | +179.6% | -43.7% | +81.6% |
| All | -11.2% | +505.3% | -516.5% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling