+281.3%
SHOP vs CARR
+425.9%
-144.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.6% |
| 7D | -10.6% | +0.6% | -11.3% | -10.8% |
| 30D | -18.3% | -8.7% | -9.6% | -14.8% |
| 3M | +14.8% | -18.4% | +33.2% | +24.9% |
| 6M | -5.0% | -0.6% | -4.4% | -7.6% |
| YTD | -21.2% | +10.9% | -32.2% | -28.2% |
| 1Y | -11.6% | -7.3% | -4.3% | -11.8% |
| 3Y | +101.2% | +2.9% | +98.3% | +89.8% |
| 5Y | -15.7% | +9.6% | -25.4% | -28.4% |
| All | +281.3% | +425.9% | -144.6% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling