-4.9%
SHOP vs CHD
+30.9%
-35.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +7.2% |
| 7D | -9.0% | +6.9% | -16.0% | -9.1% |
| 30D | -4.4% | +17.1% | -21.5% | -5.0% |
| 3M | +24.1% | +9.1% | +15.0% | +22.9% |
| 6M | +20.0% | +21.4% | -1.4% | +22.9% |
| YTD | -4.9% | +34.9% | -39.8% | -3.4% |
| 1Y | -4.9% | +31.0% | -36.0% | -4.8% |
| All | -4.9% | +30.9% | -35.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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