+124.0%
SHOP vs CPB
-40.7%
+164.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | -0.9% |
| 7D | -5.1% | -8.6% | +3.5% | -6.0% |
| 30D | +0.6% | -7.2% | +7.8% | -0.2% |
| 3M | +25.0% | +0.9% | +24.1% | +25.6% |
| 6M | +11.9% | -11.8% | +23.7% | +8.7% |
| YTD | -9.9% | -19.4% | +9.5% | -14.0% |
| 1Y | 0.0% | -30.4% | +30.3% | -7.3% |
| All | +124.0% | -40.7% | +164.7% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling