-2.9%
SHOP vs CNH
-14.7%
+11.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.3% |
| 7D | -5.4% | -1.7% | -3.7% | -4.6% |
| 30D | -10.3% | -7.2% | -3.1% | -7.6% |
| 3M | +1.0% | +6.5% | -5.5% | -4.2% |
| 6M | +41.2% | +7.9% | +33.4% | +30.1% |
| YTD | -7.5% | +26.6% | -34.1% | -25.8% |
| 1Y | -4.6% | +13.8% | -18.3% | -18.3% |
| 3Y | +146.4% | +9.2% | +137.2% | +105.2% |
| All | -2.9% | -14.7% | +11.8% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling