+21.1%
SHOP vs CDE
+22.6%
-1.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.7% | -4.8% | -7.0% |
| 7D | -4.1% | +2.3% | -6.4% | -4.4% |
| 30D | -11.5% | +18.8% | -30.3% | -14.1% |
| 3M | +21.1% | +23.5% | -2.4% | +16.2% |
| All | +21.1% | +22.6% | -1.6% | +16.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling