+30.0%
SHOP vs CBRS
-45.3%
+75.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | -0.4% |
| 7D | -13.2% | +0.5% | -13.7% | -13.1% |
| 30D | -17.0% | -18.5% | +1.5% | -18.5% |
| 3M | +17.0% | -19.4% | +36.4% | +16.2% |
| All | +30.0% | -45.3% | +75.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 5y: compounded portfolio wealth divided by compounded CBRS 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…
5y analysis · Full analysis span regression · Available span rolling