+3,663.5%
SHOP vs CF
+485.9%
+3,177.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -2.5% | +10.4% | -12.8% | -3.8% |
| 30D | -16.7% | +7.6% | -24.3% | -17.7% |
| 3M | -2.2% | +5.2% | -7.4% | -3.5% |
| 6M | +45.6% | -0.1% | +45.6% | +44.2% |
| YTD | -7.3% | +61.7% | -69.0% | -17.5% |
| 1Y | -6.1% | +50.3% | -56.4% | -15.4% |
| 3Y | +143.3% | +66.0% | +77.3% | +111.5% |
| 5Y | +0.2% | +114.5% | -114.4% | -20.5% |
| 10Y | +3,663.5% | +471.5% | +3,192.0% | +2,194.3% |
| All | +3,663.5% | +485.9% | +3,177.6% | +2,194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling