+8,680.0%
SHOP vs CB
+318.7%
+8,361.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -2.5% | -1.0% | -1.4% | -2.2% |
| 30D | -16.7% | +7.3% | -24.0% | -18.7% |
| 3M | -2.2% | +7.0% | -9.2% | -4.4% |
| 6M | +45.6% | +16.3% | +29.2% | +38.3% |
| YTD | -7.3% | +19.7% | -27.0% | -13.2% |
| 1Y | -6.1% | +27.8% | -33.9% | -14.1% |
| 3Y | +143.3% | +72.0% | +71.3% | +97.2% |
| 5Y | +0.2% | +104.9% | -104.7% | -24.3% |
| 10Y | +3,663.5% | +246.7% | +3,416.8% | +2,015.5% |
| All | +8,680.0% | +318.7% | +8,361.3% | +4,278.9% |
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 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