+3,608.8%
SHOP vs CF
+561.7%
+3,047.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | -5.4% | -3.2% | -2.3% | -5.1% |
| 30D | -10.3% | +4.3% | -14.6% | -11.0% |
| 3M | +1.0% | +2.8% | -1.8% | 0.0% |
| 6M | +41.2% | +0.6% | +40.6% | +39.4% |
| YTD | -7.5% | +56.6% | -64.1% | -17.2% |
| 1Y | -4.6% | +49.6% | -54.2% | -13.9% |
| 3Y | +146.4% | +61.5% | +84.9% | +115.3% |
| 5Y | -2.5% | +124.0% | -126.5% | -23.3% |
| All | +3,608.8% | +561.7% | +3,047.1% | +2,194.5% |
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