+7,788.2%
SHOP vs CPAY
+165.8%
+7,622.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.2% | -5.3% | -6.1% |
| 7D | -4.1% | +0.6% | -4.6% | -4.4% |
| 30D | -11.5% | +3.6% | -15.1% | -13.5% |
| 3M | +21.1% | +16.6% | +4.4% | +9.1% |
| 6M | +3.0% | +29.5% | -26.5% | -14.1% |
| YTD | -16.7% | +35.3% | -52.0% | -33.3% |
| 1Y | -8.3% | +30.6% | -38.9% | -25.5% |
| 3Y | +112.8% | +49.7% | +63.1% | +58.0% |
| 5Y | -9.3% | +54.4% | -63.7% | -33.2% |
| 10Y | +3,003.4% | +142.8% | +2,860.6% | +1,508.5% |
| All | +7,788.2% | +165.8% | +7,622.5% | +3,767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling