+120.5%
SHOP vs CF
+73.9%
+46.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.5% |
| 7D | -5.1% | +6.0% | -11.1% | -5.2% |
| 30D | +0.6% | +14.8% | -14.3% | +0.4% |
| 3M | +25.0% | +14.1% | +11.0% | +24.7% |
| 6M | +11.9% | +28.5% | -16.6% | +7.6% |
| YTD | -9.9% | +74.9% | -84.8% | -18.6% |
| 1Y | 0.0% | +61.7% | -61.7% | -8.4% |
| All | +120.5% | +73.9% | +46.6% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling