0.0%
SHOP vs CAI
-31.3%
+31.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | +0.6% | +52.4% | -51.8% | -11.4% |
| 3M | +25.0% | +45.1% | -20.0% | +11.4% |
| 6M | +11.9% | +26.2% | -14.3% | +1.9% |
| YTD | -9.9% | -7.1% | -2.8% | -12.3% |
| 1Y | 0.0% | -31.0% | +31.0% | +8.6% |
| All | 0.0% | -31.3% | +31.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling