-4.3%
SHOP vs CNP
+6.5%
-10.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.4% |
| 7D | -2.7% | -4.3% | +1.7% | -5.8% |
| 30D | -11.0% | +5.7% | -16.7% | -7.5% |
| 3M | +0.3% | +0.9% | -0.6% | +0.4% |
| 6M | +37.7% | -1.1% | +38.8% | +37.4% |
| YTD | -5.5% | +8.3% | -13.8% | +2.3% |
| All | -4.3% | +6.5% | -10.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling