+3,608.8%
SHOP vs CP
+253.8%
+3,355.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.8% |
| 7D | -5.4% | +2.8% | -8.2% | -7.2% |
| 30D | -10.3% | +10.2% | -20.5% | -16.4% |
| 3M | +1.0% | +2.4% | -1.4% | -0.9% |
| 6M | +41.2% | +7.7% | +33.6% | +32.9% |
| YTD | -7.5% | +26.0% | -33.5% | -23.6% |
| 1Y | -4.6% | +34.6% | -39.2% | -25.1% |
| 3Y | +146.4% | +26.7% | +119.7% | +101.5% |
| 5Y | -2.5% | +24.9% | -27.5% | -19.0% |
| All | +3,608.8% | +253.8% | +3,355.0% | +1,336.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling