+8,434.7%
SHOP vs CPB
-33.3%
+8,468.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | -0.4% |
| 7D | -5.1% | -8.6% | +3.5% | -4.7% |
| 30D | +0.6% | -7.2% | +7.8% | +0.9% |
| 3M | +25.0% | +0.9% | +24.1% | +25.0% |
| 6M | +11.9% | -11.8% | +23.7% | +12.2% |
| YTD | -9.9% | -19.4% | +9.5% | -9.4% |
| 1Y | 0.0% | -30.4% | +30.3% | +1.1% |
| 3Y | +117.5% | -40.2% | +157.6% | +118.8% |
| 5Y | -6.6% | -39.5% | +32.9% | -7.8% |
| 10Y | +3,320.3% | -47.4% | +3,367.7% | +3,440.5% |
| All | +8,434.7% | -33.3% | +8,468.0% | +6,332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling