-11.2%
SHOP vs CNH
-17.7%
+6.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.2% | +3.0% | -4.2% | -2.8% |
| 30D | -14.7% | -0.6% | -14.1% | -14.8% |
| 3M | -7.2% | +14.6% | -21.8% | -15.0% |
| 6M | +54.2% | +11.8% | +42.4% | +39.4% |
| YTD | -8.6% | +30.4% | -39.0% | -27.8% |
| 1Y | +0.5% | +19.1% | -18.5% | -16.0% |
| 3Y | +135.9% | +30.2% | +105.8% | +75.5% |
| All | -11.2% | -17.7% | +6.5% | -13.8% |
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 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