+7,788.2%
SHOP vs CNI
+148.5%
+7,639.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -4.1% | +2.5% | -6.6% | -5.8% |
| 30D | -11.5% | -2.5% | -9.0% | -9.8% |
| 3M | +21.1% | +2.7% | +18.3% | +18.3% |
| 6M | +3.0% | +16.9% | -14.0% | -9.9% |
| YTD | -16.7% | +26.3% | -43.0% | -31.7% |
| 1Y | -8.3% | +31.1% | -39.4% | -27.2% |
| 3Y | +112.8% | +21.1% | +91.7% | +78.6% |
| 5Y | -9.3% | +11.0% | -20.3% | -17.0% |
| 10Y | +3,003.4% | +128.1% | +2,875.3% | +1,478.5% |
| All | +7,788.2% | +148.5% | +7,639.7% | +3,686.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling