+146.4%
SHOP vs CP
+26.5%
+119.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.7% |
| 7D | -5.4% | +2.8% | -8.2% | -7.0% |
| 30D | -10.3% | +10.2% | -20.5% | -15.8% |
| 3M | +1.0% | +2.4% | -1.4% | -0.6% |
| 6M | +41.2% | +7.7% | +33.6% | +33.7% |
| YTD | -7.5% | +26.0% | -33.5% | -23.3% |
| 1Y | -4.6% | +34.6% | -39.2% | -25.2% |
| 3Y | +146.4% | +26.7% | +119.7% | +118.1% |
| All | +146.4% | +26.5% | +119.9% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling