-4.6%
SHOP vs CF
+46.5%
-51.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.8% |
| 7D | -5.4% | -3.2% | -2.3% | -6.0% |
| 30D | -10.3% | +4.3% | -14.6% | -8.8% |
| 3M | +1.0% | +2.8% | -1.8% | +2.4% |
| 6M | +41.2% | +0.6% | +40.6% | +43.8% |
| YTD | -7.5% | +56.6% | -64.1% | +0.8% |
| 1Y | -4.6% | +49.6% | -54.2% | +4.6% |
| All | -4.6% | +46.5% | -51.1% | +4.6% |
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