-14.7%
SHOP vs CARR
+6.4%
-21.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +1.5% |
| 7D | -13.2% | -4.1% | -9.1% | -10.5% |
| 30D | -17.0% | -11.0% | -6.1% | -9.7% |
| 3M | +17.0% | -16.4% | +33.4% | +31.0% |
| 6M | -2.1% | -2.4% | +0.2% | -6.7% |
| YTD | -21.4% | +8.4% | -29.8% | -33.1% |
| 1Y | -11.0% | -8.0% | -3.0% | -12.6% |
| 3Y | +100.9% | +0.6% | +100.3% | +67.3% |
| 5Y | -14.7% | +7.7% | -22.4% | -42.3% |
| All | -14.7% | +6.4% | -21.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 5y: compounded portfolio wealth divided by compounded CARR 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…
5y analysis · Full analysis span regression · 6 months rolling