+8,552.4%
SHOP vs CAH
+336.6%
+8,215.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.2% | +3.5% | -4.7% | -2.1% |
| 30D | -14.7% | +13.5% | -28.2% | -17.4% |
| 3M | -7.2% | +21.8% | -29.1% | -11.8% |
| 6M | +54.2% | +51.5% | +2.7% | +38.9% |
| YTD | -8.6% | +38.1% | -46.7% | -16.3% |
| 1Y | +0.5% | +37.7% | -37.2% | -7.9% |
| 3Y | +135.9% | +179.6% | -43.7% | +75.1% |
| 5Y | -11.9% | +504.9% | -516.8% | -48.5% |
| 10Y | +3,608.8% | +418.6% | +3,190.2% | +1,978.0% |
| All | +8,552.4% | +336.6% | +8,215.7% | +5,502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling