+8,659.4%
SHOP vs CP
+192.1%
+8,467.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.7% |
| 7D | -5.4% | +2.8% | -8.2% | -7.1% |
| 30D | -10.3% | +10.2% | -20.5% | -16.2% |
| 3M | +1.0% | +2.4% | -1.4% | -0.8% |
| 6M | +41.2% | +7.7% | +33.6% | +33.3% |
| YTD | -7.5% | +26.0% | -33.5% | -22.8% |
| 1Y | -4.6% | +34.6% | -39.2% | -24.0% |
| 3Y | +146.4% | +26.7% | +119.7% | +104.2% |
| 5Y | -2.5% | +24.9% | -27.5% | -17.9% |
| 10Y | +3,703.6% | +258.6% | +3,445.0% | +1,492.6% |
| All | +8,659.4% | +192.1% | +8,467.3% | +5,096.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling