-14.7%
SHOP vs CDE
+193.0%
-207.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.5% |
| 7D | -13.2% | -6.1% | -7.2% | -12.0% |
| 30D | -17.0% | +9.5% | -26.5% | -18.9% |
| 3M | +17.0% | +32.0% | -15.0% | +8.9% |
| 6M | -2.1% | -12.8% | +10.7% | -1.5% |
| YTD | -21.4% | +14.2% | -35.6% | -26.3% |
| 1Y | -11.0% | +36.3% | -47.3% | -21.0% |
| 3Y | +100.9% | +821.4% | -720.5% | +3.9% |
| 5Y | -14.7% | +194.3% | -209.0% | -49.1% |
| All | -14.7% | +193.0% | -207.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling