+41.2%
SHOP vs CB
+13.6%
+27.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.9% |
| 7D | -5.4% | +0.2% | -5.7% | -5.4% |
| 30D | -10.3% | +9.1% | -19.4% | -11.6% |
| 3M | +1.0% | +3.4% | -2.4% | +0.6% |
| 6M | +41.2% | +14.1% | +27.1% | +49.3% |
| All | +41.2% | +13.6% | +27.6% | +49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling