-4.9%
SHOP vs CNC
+122.0%
-126.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.6% | -5.3% | +4.5% |
| 7D | -9.0% | +13.4% | -22.4% | -11.5% |
| 30D | -4.4% | +18.2% | -22.6% | -7.9% |
| 3M | +24.1% | +18.6% | +5.5% | +19.6% |
| 6M | +20.0% | +41.9% | -21.9% | +13.3% |
| YTD | -4.9% | +84.7% | -89.6% | -14.4% |
| 1Y | -4.9% | +110.5% | -115.4% | -15.3% |
| All | -4.9% | +122.0% | -126.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling