0.0%
SHOP vs CPNG
-45.9%
+45.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -5.1% | -7.4% | +2.3% | -3.1% |
| 30D | +0.6% | -4.4% | +5.0% | +1.8% |
| 3M | +25.0% | -7.5% | +32.5% | +26.2% |
| 6M | +11.9% | -19.9% | +31.9% | +17.8% |
| YTD | -9.9% | -35.2% | +25.3% | +0.8% |
| 1Y | 0.0% | -46.8% | +46.7% | +22.7% |
| All | 0.0% | -45.9% | +45.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling