-8.3%
SHOP vs CNH
+20.6%
-28.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.6% | -2.0% | -7.6% |
| 7D | -4.1% | +8.8% | -12.9% | -3.7% |
| 30D | -11.5% | +24.7% | -36.2% | -10.9% |
| 3M | +21.1% | +27.3% | -6.3% | +21.4% |
| 6M | +3.0% | +23.2% | -20.2% | +3.1% |
| YTD | -16.7% | +48.9% | -65.6% | -27.2% |
| 1Y | -8.3% | +19.4% | -27.7% | -6.8% |
| All | -8.3% | +20.6% | -28.8% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling