+7,358.2%
SHOP vs CHTR
-26.0%
+7,384.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.1% | +2.7% | -2.2% |
| 7D | -10.6% | -15.8% | +5.1% | -4.3% |
| 30D | -18.3% | -12.7% | -5.6% | -14.1% |
| 3M | +14.8% | -1.1% | +15.9% | +14.0% |
| 6M | -5.0% | -39.9% | +34.9% | +11.9% |
| YTD | -21.2% | -35.9% | +14.6% | -10.7% |
| 1Y | -11.6% | -49.2% | +37.6% | +10.7% |
| 3Y | +101.2% | -68.3% | +169.5% | +191.4% |
| 5Y | -15.7% | -83.0% | +67.3% | +64.2% |
| 10Y | +2,989.4% | -49.3% | +3,038.7% | +3,447.1% |
| All | +7,358.2% | -26.0% | +7,384.3% | +6,838.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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