+3,647.2%
SHOP vs CNP
+142.6%
+3,504.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -2.7% | -4.3% | +1.7% | -1.5% |
| 30D | -11.0% | +5.7% | -16.7% | -12.6% |
| 3M | +0.3% | +0.9% | -0.6% | -0.2% |
| 6M | +37.7% | -1.1% | +38.8% | +37.0% |
| YTD | -5.5% | +8.3% | -13.8% | -9.2% |
| 1Y | -0.2% | +5.9% | -6.1% | -3.5% |
| 3Y | +151.9% | +64.6% | +87.2% | +106.5% |
| 5Y | -2.2% | +74.6% | -76.8% | -21.1% |
| 10Y | +3,647.2% | +139.8% | +3,507.3% | +2,514.6% |
| All | +3,647.2% | +142.6% | +3,504.6% | +2,514.6% |
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