+3,772.8%
SHOP vs CNP
+145.0%
+3,627.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +2.1% | +2.5% | -0.3% | +1.4% |
| 30D | -16.8% | +4.0% | -20.9% | -18.0% |
| 3M | -2.4% | +1.6% | -4.1% | -3.2% |
| 6M | +47.0% | -1.7% | +48.7% | +46.6% |
| YTD | -8.8% | +8.6% | -17.4% | -12.5% |
| 1Y | -6.3% | +5.8% | -12.1% | -9.3% |
| 3Y | +139.3% | +63.0% | +76.3% | +96.8% |
| 5Y | -12.1% | +74.7% | -86.7% | -29.1% |
| All | +3,772.8% | +145.0% | +3,627.8% | +2,566.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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