+26.5%
SHOP vs CAI
-8.1%
+34.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.4% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -11.5% | +9.1% | -20.7% | -13.3% |
| 3M | +21.1% | +53.8% | -32.7% | +9.4% |
| 6M | +3.0% | +33.5% | -30.5% | -5.1% |
| YTD | -16.7% | -8.0% | -8.7% | -20.1% |
| 1Y | -8.3% | -28.7% | +20.4% | -12.3% |
| All | +26.5% | -8.1% | +34.6% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling