+8,434.7%
SHOP vs CF
+193.4%
+8,241.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | -5.1% | +6.0% | -11.1% | -6.1% |
| 30D | +0.6% | +14.8% | -14.3% | -1.8% |
| 3M | +25.0% | +14.1% | +11.0% | +21.8% |
| 6M | +11.9% | +28.5% | -16.6% | +4.8% |
| YTD | -9.9% | +74.9% | -84.8% | -20.8% |
| 1Y | 0.0% | +61.7% | -61.7% | -11.0% |
| 3Y | +117.5% | +80.3% | +37.2% | +86.5% |
| 5Y | -6.6% | +226.0% | -232.6% | -32.1% |
| 10Y | +3,320.3% | +569.9% | +2,750.5% | +1,882.7% |
| All | +8,434.7% | +193.4% | +8,241.3% | +5,796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling