+124.0%
SHOP vs CNH
+12.3%
+111.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -1.7% |
| 7D | -5.1% | +23.3% | -28.4% | -11.1% |
| 30D | +0.6% | +33.5% | -32.9% | -8.5% |
| 3M | +25.0% | +32.7% | -7.7% | +13.1% |
| 6M | +11.9% | +22.2% | -10.3% | +3.4% |
| YTD | -9.9% | +57.7% | -67.6% | -28.1% |
| 1Y | 0.0% | +28.0% | -28.0% | -11.0% |
| All | +124.0% | +12.3% | +111.6% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling