+3,781.0%
SHOP vs CB
+250.2%
+3,530.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.2% | +2.9% | -4.2% | -2.0% |
| 30D | -14.7% | +7.3% | -22.0% | -16.5% |
| 3M | -7.2% | +9.4% | -16.6% | -9.7% |
| 6M | +54.2% | +19.6% | +34.5% | +46.1% |
| YTD | -8.6% | +21.5% | -30.1% | -14.2% |
| 1Y | +0.5% | +28.0% | -27.5% | -7.2% |
| 3Y | +135.9% | +74.9% | +61.1% | +94.6% |
| 5Y | -11.9% | +108.1% | -120.0% | -31.6% |
| All | +3,781.0% | +250.2% | +3,530.8% | +2,528.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling