+135.9%
SHOP vs CNH
+29.5%
+106.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.2% | +3.0% | -4.2% | -2.1% |
| 30D | -14.7% | -0.6% | -14.1% | -14.7% |
| 3M | -7.2% | +14.6% | -21.8% | -11.8% |
| 6M | +54.2% | +11.8% | +42.4% | +45.5% |
| YTD | -8.6% | +30.4% | -39.0% | -23.0% |
| 1Y | +0.5% | +19.1% | -18.5% | -11.1% |
| 3Y | +135.9% | +30.2% | +105.8% | +93.9% |
| All | +135.9% | +29.5% | +106.4% | +93.9% |
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