+135.5%
SHOP vs CP
+37.0%
+98.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.2% |
| 7D | +2.1% | +0.9% | +1.2% | +1.5% |
| 30D | -16.8% | +10.3% | -27.2% | -22.1% |
| 3M | -2.4% | +2.3% | -4.7% | -3.9% |
| 6M | +47.0% | +10.7% | +36.3% | +36.6% |
| YTD | -8.8% | +29.3% | -38.1% | -25.9% |
| 1Y | -6.3% | +31.5% | -37.7% | -24.8% |
| All | +135.5% | +37.0% | +98.4% | +110.2% |
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