-15.7%
SHOP vs CAH
+400.5%
-416.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -10.6% | -2.2% | -8.4% | -10.2% |
| 30D | -18.3% | +1.2% | -19.5% | -18.5% |
| 3M | +14.8% | +13.1% | +1.7% | +12.4% |
| 6M | -5.0% | +8.5% | -13.5% | -6.4% |
| YTD | -21.2% | +17.6% | -38.9% | -23.9% |
| 1Y | -11.6% | +60.7% | -72.3% | -21.3% |
| 3Y | +101.2% | +183.2% | -81.9% | +50.0% |
| 5Y | -15.7% | +402.2% | -417.9% | -53.8% |
| All | -15.7% | +400.5% | -416.2% | -53.8% |
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