-2.9%
SHOP vs CF
+120.6%
-123.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.6% |
| 7D | -5.4% | -3.2% | -2.3% | -5.3% |
| 30D | -10.3% | +4.3% | -14.6% | -10.5% |
| 3M | +1.0% | +2.8% | -1.8% | +0.5% |
| 6M | +41.2% | +0.6% | +40.6% | +40.5% |
| YTD | -7.5% | +56.6% | -64.1% | -14.6% |
| 1Y | -4.6% | +49.6% | -54.2% | -11.4% |
| 3Y | +146.4% | +61.5% | +84.9% | +121.8% |
| All | -2.9% | +120.6% | -123.5% | -22.9% |
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