-4.9%
SHOP vs CPAY
+59.0%
-64.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.4% | +5.8% |
| 7D | -9.0% | +5.7% | -14.8% | -11.6% |
| 30D | -4.4% | +4.2% | -8.6% | -6.5% |
| 3M | +24.1% | +5.6% | +18.5% | +20.9% |
| 6M | +20.0% | +34.7% | -14.7% | +4.7% |
| YTD | -4.9% | +39.1% | -44.0% | -15.4% |
| 1Y | -4.9% | +60.3% | -65.2% | -17.3% |
| All | -4.9% | +59.0% | -64.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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