-6.1%
SHOP vs CB
+29.2%
-35.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -2.5% | -1.0% | -1.4% | -2.5% |
| 30D | -16.7% | +7.3% | -24.0% | -15.9% |
| 3M | -2.2% | +7.0% | -9.2% | -1.4% |
| 6M | +45.6% | +16.3% | +29.2% | +54.6% |
| YTD | -7.3% | +19.7% | -27.0% | -0.5% |
| 1Y | -6.1% | +27.8% | -33.9% | +8.9% |
| All | -6.1% | +29.2% | -35.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling