+8,434.7%
SHOP vs CAH
+283.0%
+8,151.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -5.1% | +5.4% | -10.5% | -6.4% |
| 30D | +0.6% | +3.3% | -2.7% | -0.3% |
| 3M | +25.0% | +22.8% | +2.2% | +18.7% |
| 6M | +11.9% | +11.3% | +0.6% | +8.7% |
| YTD | -9.9% | +21.1% | -31.0% | -14.7% |
| 1Y | 0.0% | +67.2% | -67.3% | -13.9% |
| 3Y | +117.5% | +195.6% | -78.1% | +58.1% |
| 5Y | -6.6% | +413.8% | -420.5% | -43.1% |
| 10Y | +3,320.3% | +309.6% | +3,010.7% | +1,970.1% |
| All | +8,434.7% | +283.0% | +8,151.7% | +5,612.1% |
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