+3,003.4%
SHOP vs CPB
-45.7%
+3,049.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.8% | -9.4% | -7.6% |
| 7D | -4.1% | -8.2% | +4.1% | -4.0% |
| 30D | -11.5% | -5.6% | -5.9% | -11.5% |
| 3M | +21.1% | +3.0% | +18.1% | +21.1% |
| 6M | +3.0% | -12.7% | +15.7% | +2.8% |
| YTD | -16.7% | -18.0% | +1.3% | -16.9% |
| 1Y | -8.3% | -31.7% | +23.4% | -8.4% |
| 3Y | +112.8% | -41.0% | +153.8% | +111.4% |
| 5Y | -9.3% | -38.4% | +29.1% | -11.3% |
| 10Y | +3,003.4% | -45.0% | +3,048.4% | +3,055.8% |
| All | +3,003.4% | -45.7% | +3,049.1% | +3,055.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling