-8.3%
SHOP vs CP
+19.5%
-27.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.4% |
| 7D | -4.1% | +2.4% | -6.5% | -4.7% |
| 30D | -11.5% | -0.5% | -11.0% | -11.3% |
| 3M | +21.1% | +1.4% | +19.6% | +20.9% |
| 6M | +3.0% | +10.3% | -7.3% | -0.5% |
| YTD | -16.7% | +24.3% | -41.0% | -23.8% |
| 1Y | -8.3% | +20.4% | -28.7% | -12.8% |
| All | -8.3% | +19.5% | -27.8% | -12.8% |
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