-14.6%
SHOP vs CNC
+3.0%
-17.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.4% |
| 7D | -10.6% | -4.9% | -5.8% | -10.3% |
| 30D | -18.3% | -3.8% | -14.5% | -18.0% |
| 3M | +14.8% | -3.2% | +18.1% | +15.1% |
| 6M | -5.0% | +47.9% | -52.9% | -7.3% |
| YTD | -21.2% | +55.7% | -76.9% | -23.4% |
| 1Y | -11.6% | +106.2% | -117.9% | -15.1% |
| 3Y | +101.2% | -2.1% | +103.3% | +99.9% |
| All | -14.6% | +3.0% | -17.6% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling