+10.8%
SHOP vs CPNG
-76.9%
+87.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -13.2% | -5.4% | -7.8% | -10.5% |
| 30D | -17.0% | -11.1% | -6.0% | -11.8% |
| 3M | +17.0% | -3.0% | +20.0% | +15.9% |
| 6M | -2.1% | -23.5% | +21.4% | +8.6% |
| YTD | -21.4% | -37.8% | +16.5% | -2.8% |
| 1Y | -11.0% | -54.3% | +43.4% | +30.4% |
| 3Y | +100.9% | -20.8% | +121.7% | +108.0% |
| 5Y | -14.7% | -51.1% | +36.4% | -7.4% |
| All | +10.8% | -76.9% | +87.7% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling