-6.1%
SHOP vs CF
+51.3%
-57.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +2.0% |
| 7D | -2.5% | +10.4% | -12.8% | +0.8% |
| 30D | -16.7% | +7.6% | -24.3% | -14.4% |
| 3M | -2.2% | +5.2% | -7.4% | 0.0% |
| 6M | +45.6% | -0.1% | +45.6% | +48.0% |
| YTD | -7.3% | +61.7% | -69.0% | +2.7% |
| 1Y | -6.1% | +50.3% | -56.4% | +4.2% |
| All | -6.1% | +51.3% | -57.4% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling