+8,355.9%
SHOP vs CB
+320.1%
+8,035.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.8% |
| 7D | -13.9% | +2.6% | -16.4% | -14.5% |
| 30D | -12.6% | +11.2% | -23.8% | -15.6% |
| 3M | -0.3% | +5.7% | -6.1% | -2.2% |
| 6M | +33.6% | +15.9% | +17.6% | +27.1% |
| YTD | -10.7% | +20.2% | -30.8% | -16.4% |
| 1Y | -11.8% | +32.4% | -44.2% | -20.3% |
| 3Y | +133.9% | +75.5% | +58.4% | +88.2% |
| 5Y | -5.9% | +105.5% | -111.4% | -28.9% |
| 10Y | +3,571.8% | +258.5% | +3,313.3% | +1,917.9% |
| All | +8,355.9% | +320.1% | +8,035.8% | +4,114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling