-11.2%
SHOP vs CAI
-26.7%
+15.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -11.2% | -2.9% | -8.3% | -10.5% |
| 30D | -14.4% | +9.3% | -23.7% | -16.6% |
| 3M | +16.6% | +35.2% | -18.6% | +6.1% |
| 6M | -0.6% | +30.7% | -31.3% | -10.3% |
| YTD | -20.0% | -9.8% | -10.2% | -21.5% |
| 1Y | -11.2% | -28.9% | +17.7% | -4.0% |
| All | -11.2% | -26.7% | +15.5% | -4.0% |
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