+8,434.7%
SHOP vs CHD
+170.4%
+8,264.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | -2.7% | -2.4% | -4.3% |
| 30D | +0.6% | -4.6% | +5.2% | +2.0% |
| 3M | +25.0% | +5.0% | +20.0% | +23.3% |
| 6M | +11.9% | -3.2% | +15.1% | +12.8% |
| YTD | -9.9% | +18.6% | -28.5% | -15.4% |
| 1Y | 0.0% | +4.8% | -4.9% | -2.6% |
| 3Y | +117.5% | +6.1% | +111.4% | +104.6% |
| 5Y | -6.6% | +24.0% | -30.6% | -19.6% |
| 10Y | +3,320.3% | +124.5% | +3,195.9% | +2,248.3% |
| All | +8,434.7% | +170.4% | +8,264.3% | +5,330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling