+96.1%
SHOP vs CDE
+797.0%
-700.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.4% |
| 7D | -13.2% | -6.1% | -7.2% | -12.2% |
| 30D | -17.0% | +9.5% | -26.5% | -18.6% |
| 3M | +17.0% | +32.0% | -15.0% | +10.0% |
| 6M | -2.1% | -12.8% | +10.7% | -1.6% |
| YTD | -21.4% | +14.2% | -35.6% | -25.5% |
| 1Y | -11.0% | +36.3% | -47.3% | -19.4% |
| All | +96.1% | +797.0% | -700.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling