-5.9%
SHOP vs CF
+125.5%
-131.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.2% | -12.2% | -6.3% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -12.6% | +2.2% | -14.8% | -12.7% |
| 3M | -0.3% | +2.1% | -2.5% | -0.8% |
| 6M | +33.6% | -6.5% | +40.1% | +33.7% |
| YTD | -10.7% | +55.6% | -66.3% | -17.6% |
| 1Y | -11.8% | +42.3% | -54.1% | -17.5% |
| 3Y | +133.9% | +55.7% | +78.1% | +111.4% |
| 5Y | -5.9% | +122.4% | -128.4% | -27.6% |
| All | -5.9% | +125.5% | -131.4% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling