-11.2%
SHOP vs CDE
+40.5%
-51.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.5% |
| 6M | -0.6% | -7.9% | +7.3% | -1.0% |
| YTD | -20.0% | +15.6% | -35.5% | -25.0% |
| 1Y | -11.2% | +34.0% | -45.2% | -22.3% |
| All | -11.2% | +40.5% | -51.7% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling