-9.3%
SHOP vs CHD
+21.8%
-31.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.0% | -5.5% | -7.3% |
| 7D | -4.1% | -2.9% | -1.2% | -3.7% |
| 30D | -11.5% | -6.2% | -5.3% | -10.8% |
| 3M | +21.1% | +1.6% | +19.5% | +21.1% |
| 6M | +3.0% | -3.5% | +6.5% | +3.6% |
| YTD | -16.7% | +16.2% | -32.9% | -18.7% |
| 1Y | -8.3% | +3.4% | -11.7% | -8.7% |
| 3Y | +112.8% | +4.6% | +108.2% | +102.9% |
| 5Y | -9.3% | +21.1% | -30.4% | -17.7% |
| All | -9.3% | +21.8% | -31.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling