-14.7%
SHOP vs CNI
+11.3%
-26.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.3% |
| 7D | -13.2% | -1.1% | -12.1% | -12.4% |
| 30D | -17.0% | -3.5% | -13.5% | -14.3% |
| 3M | +17.0% | +2.2% | +14.8% | +14.4% |
| 6M | -2.1% | +15.1% | -17.2% | -15.3% |
| YTD | -21.4% | +24.7% | -46.0% | -37.4% |
| 1Y | -11.0% | +33.4% | -44.3% | -34.0% |
| 3Y | +100.9% | +19.5% | +81.4% | +60.4% |
| 5Y | -14.7% | +12.6% | -27.2% | -25.9% |
| All | -14.7% | +11.3% | -26.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling