+8,434.7%
SHOP vs CNC
+90.0%
+8,344.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -5.1% | +3.5% | -8.6% | -5.8% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | +25.0% | +6.9% | +18.1% | +23.1% |
| 6M | +11.9% | +49.0% | -37.1% | +1.5% |
| YTD | -9.9% | +62.9% | -72.8% | -20.0% |
| 1Y | 0.0% | +134.0% | -134.0% | -19.0% |
| 3Y | +117.5% | +9.4% | +108.1% | +96.7% |
| 5Y | -6.6% | +4.1% | -10.8% | -16.4% |
| 10Y | +3,320.3% | +95.4% | +3,224.9% | +2,283.2% |
| All | +8,434.7% | +90.0% | +8,344.7% | +6,100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling