+120.5%
SHOP vs CB
+74.5%
+46.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -5.1% | +0.5% | -5.6% | -5.1% |
| 30D | +0.6% | -3.1% | +3.7% | +0.8% |
| 3M | +25.0% | +9.0% | +16.1% | +25.2% |
| 6M | +11.9% | +2.9% | +9.1% | +12.2% |
| YTD | -9.9% | +10.1% | -20.0% | -10.1% |
| 1Y | 0.0% | +22.8% | -22.8% | -1.8% |
| All | +120.5% | +74.5% | +46.0% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling