+2,993.7%
SHOP vs CDE
+61.6%
+2,932.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -11.2% | -3.1% | -8.1% | -10.7% |
| 30D | -14.4% | +9.5% | -23.8% | -16.0% |
| 3M | +16.6% | +25.5% | -8.9% | +10.8% |
| 6M | -0.6% | -7.9% | +7.3% | -1.0% |
| YTD | -20.0% | +15.6% | -35.5% | -24.4% |
| 1Y | -11.2% | +34.0% | -45.2% | -19.3% |
| 3Y | +99.5% | +791.9% | -692.4% | +19.2% |
| 5Y | -13.2% | +197.7% | -211.0% | -40.7% |
| All | +2,993.7% | +61.6% | +2,932.1% | +1,868.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling