-4.9%
SHOP vs CPNG
-45.7%
+40.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.0% | -4.6% | +3.7% |
| 7D | -9.0% | +20.8% | -29.9% | -14.1% |
| 30D | -4.4% | +20.1% | -24.5% | -9.7% |
| 3M | +24.1% | +1.6% | +22.5% | +22.5% |
| 6M | +20.0% | -15.8% | +35.8% | +24.9% |
| YTD | -4.9% | -27.7% | +22.8% | +2.5% |
| 1Y | -4.9% | -46.9% | +42.0% | +26.2% |
| All | -4.9% | -45.7% | +40.8% | +26.2% |
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