+8,680.0%
SHOP vs CHD
+207.4%
+8,472.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -16.7% | +12.2% | -28.9% | -19.7% |
| 3M | -2.2% | +9.3% | -11.5% | -4.9% |
| 6M | +45.6% | +24.3% | +21.3% | +36.1% |
| YTD | -7.3% | +34.9% | -42.1% | -16.4% |
| 1Y | -6.1% | +32.7% | -38.8% | -14.9% |
| 3Y | +143.3% | +29.4% | +113.9% | +113.9% |
| 5Y | +0.2% | +31.7% | -31.5% | -14.6% |
| 10Y | +3,663.5% | +191.7% | +3,471.8% | +2,204.3% |
| All | +8,680.0% | +207.4% | +8,472.6% | +5,267.4% |
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