-14.7%
SHOP vs CPAY
+53.2%
-67.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.7% |
| 7D | -13.2% | -2.7% | -10.5% | -11.0% |
| 30D | -17.0% | +0.6% | -17.6% | -17.3% |
| 3M | +17.0% | +17.0% | 0.0% | +1.8% |
| 6M | -2.1% | +24.1% | -26.3% | -20.1% |
| YTD | -21.4% | +35.7% | -57.1% | -42.1% |
| 1Y | -11.0% | +34.0% | -45.0% | -34.7% |
| 3Y | +100.9% | +50.3% | +50.7% | +24.5% |
| 5Y | -14.7% | +56.7% | -71.3% | -53.1% |
| All | -14.7% | +53.2% | -67.9% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling