+8,434.7%
SHOP vs CNH
+126.7%
+8,308.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -2.1% |
| 7D | -5.1% | +23.3% | -28.4% | -12.9% |
| 30D | +0.6% | +33.5% | -32.9% | -11.0% |
| 3M | +25.0% | +32.7% | -7.7% | +9.9% |
| 6M | +11.9% | +22.2% | -10.3% | 0.0% |
| YTD | -9.9% | +57.7% | -67.6% | -28.8% |
| 1Y | 0.0% | +28.0% | -28.0% | -13.5% |
| 3Y | +117.5% | +11.5% | +106.0% | +95.8% |
| 5Y | -6.6% | +11.9% | -18.5% | -16.1% |
| 10Y | +3,320.3% | +162.8% | +3,157.5% | +1,969.5% |
| All | +8,434.7% | +126.7% | +8,308.0% | +5,598.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling