-4.9%
SHOP vs CP
+35.2%
-40.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.9% | +6.5% |
| 7D | -9.0% | +5.6% | -14.6% | -10.1% |
| 30D | -4.4% | +10.0% | -14.5% | -6.5% |
| 3M | +24.1% | +4.4% | +19.7% | +23.2% |
| 6M | +20.0% | +14.1% | +5.9% | +16.9% |
| YTD | -4.9% | +29.1% | -34.0% | -12.1% |
| 1Y | -4.9% | +34.6% | -39.5% | -14.7% |
| All | -4.9% | +35.2% | -40.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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