+8,434.7%
SHOP vs CP
+189.7%
+8,245.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.8% |
| 7D | -5.1% | -2.7% | -2.4% | -3.3% |
| 30D | +0.6% | +0.2% | +0.4% | +0.4% |
| 3M | +25.0% | +2.6% | +22.5% | +22.5% |
| 6M | +11.9% | +6.0% | +5.9% | +6.3% |
| YTD | -9.9% | +24.9% | -34.8% | -24.2% |
| 1Y | 0.0% | +20.1% | -20.1% | -13.6% |
| 3Y | +117.5% | +16.4% | +101.1% | +91.8% |
| 5Y | -6.6% | +31.7% | -38.4% | -23.9% |
| 10Y | +3,320.3% | +223.9% | +3,096.5% | +1,416.3% |
| All | +8,434.7% | +189.7% | +8,245.0% | +5,003.2% |
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 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