+3,003.4%
SHOP vs CNH
+152.9%
+2,850.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.6% | -2.0% | -5.5% |
| 7D | -4.1% | +8.8% | -12.9% | -7.2% |
| 30D | -11.5% | +24.7% | -36.2% | -19.3% |
| 3M | +21.1% | +27.3% | -6.3% | +8.5% |
| 6M | +3.0% | +23.2% | -20.2% | -8.0% |
| YTD | -16.7% | +48.9% | -65.6% | -32.4% |
| 1Y | -8.3% | +19.4% | -27.7% | -18.1% |
| 3Y | +112.8% | +7.8% | +105.1% | +94.8% |
| 5Y | -9.3% | +8.7% | -18.0% | -17.0% |
| 10Y | +3,003.4% | +149.5% | +2,853.9% | +2,116.2% |
| All | +3,003.4% | +152.9% | +2,850.5% | +2,116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling