+3,569.5%
SHOP vs CB
+247.7%
+3,321.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.1% |
| 7D | -5.4% | +0.2% | -5.7% | -5.5% |
| 30D | -10.3% | +9.1% | -19.4% | -12.6% |
| 3M | +1.0% | +3.4% | -2.4% | -0.1% |
| 6M | +41.2% | +14.1% | +27.1% | +35.7% |
| YTD | -7.5% | +18.0% | -25.5% | -12.4% |
| 1Y | -4.6% | +30.1% | -34.7% | -12.4% |
| 3Y | +146.4% | +71.8% | +74.6% | +104.2% |
| 5Y | -2.5% | +101.8% | -104.4% | -23.7% |
| All | +3,569.5% | +247.7% | +3,321.9% | +2,404.4% |
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