+8,534.1%
SHOP vs CHD
+206.6%
+8,327.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | -16.8% | +11.6% | -28.4% | -19.7% |
| 3M | -2.4% | +10.7% | -13.1% | -5.5% |
| 6M | +47.0% | +20.2% | +26.8% | +38.9% |
| YTD | -8.8% | +34.5% | -43.3% | -17.7% |
| 1Y | -6.3% | +32.6% | -38.8% | -15.0% |
| 3Y | +139.3% | +29.1% | +110.2% | +110.5% |
| 5Y | -12.1% | +31.5% | -43.6% | -25.0% |
| 10Y | +3,601.0% | +190.9% | +3,410.0% | +2,167.8% |
| All | +8,534.1% | +206.6% | +8,327.6% | +5,182.5% |
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