-5.0%
SHOP vs CDE
-3.1%
-1.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.8% |
| 7D | -10.6% | -2.0% | -8.7% | -10.3% |
| 30D | -18.3% | +15.7% | -34.0% | -20.6% |
| 3M | +14.8% | +30.5% | -15.7% | +8.6% |
| 6M | -5.0% | -7.4% | +2.4% | -5.4% |
| All | -5.0% | -3.1% | -1.9% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling