-4.6%
SHOP vs CP
+32.2%
-36.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.0% |
| 7D | -5.4% | +2.8% | -8.2% | -5.9% |
| 30D | -10.3% | +10.2% | -20.5% | -12.2% |
| 3M | +1.0% | +2.4% | -1.4% | +0.8% |
| 6M | +41.2% | +7.7% | +33.6% | +39.7% |
| YTD | -7.5% | +26.0% | -33.5% | -13.4% |
| 1Y | -4.6% | +34.6% | -39.2% | -13.6% |
| All | -4.6% | +32.2% | -36.7% | -13.6% |
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