-11.2%
SHOP vs CPAY
+33.9%
-45.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -11.2% | -2.0% | -9.3% | -10.3% |
| 30D | -14.4% | -0.4% | -14.0% | -14.1% |
| 3M | +16.6% | +16.4% | +0.2% | +8.6% |
| 6M | -0.6% | +23.5% | -24.1% | -9.4% |
| YTD | -20.0% | +35.7% | -55.6% | -28.2% |
| 1Y | -11.2% | +30.2% | -41.4% | -15.8% |
| All | -11.2% | +33.9% | -45.1% | -15.8% |
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