+2,945.6%
SHOP vs CHD
+128.6%
+2,817.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.0% |
| 7D | -10.6% | -4.2% | -6.5% | -9.5% |
| 30D | -18.3% | -7.6% | -10.7% | -16.4% |
| 3M | +14.8% | -1.6% | +16.4% | +15.6% |
| 6M | -5.0% | -6.3% | +1.3% | -3.3% |
| YTD | -21.2% | +14.6% | -35.8% | -25.0% |
| 1Y | -11.6% | +1.6% | -13.2% | -12.8% |
| 3Y | +101.2% | +3.1% | +98.1% | +91.5% |
| 5Y | -15.7% | +21.1% | -36.8% | -26.6% |
| All | +2,945.6% | +128.6% | +2,817.0% | +2,127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling