+51.0%
SHOP vs CBRS
-68.9%
+119.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | +0.6% |
| 7D | -1.2% | +21.2% | -22.5% | -0.4% |
| 30D | -14.7% | -23.2% | +8.4% | -16.3% |
| 3M | -7.2% | -52.9% | +45.7% | -12.4% |
| All | +51.0% | -68.9% | +119.9% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling