+2,993.7%
SHOP vs CNI
+138.2%
+2,855.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -11.2% | -0.4% | -10.9% | -11.0% |
| 30D | -14.4% | -2.7% | -11.7% | -12.5% |
| 3M | +16.6% | +3.9% | +12.7% | +13.0% |
| 6M | -0.6% | +16.4% | -16.9% | -12.7% |
| YTD | -20.0% | +25.8% | -45.8% | -34.2% |
| 1Y | -11.2% | +32.4% | -43.6% | -30.1% |
| 3Y | +99.5% | +19.1% | +80.4% | +69.4% |
| 5Y | -13.2% | +13.6% | -26.8% | -21.8% |
| All | +2,993.7% | +138.2% | +2,855.5% | +1,482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling