+135.9%
SHOP vs CPNG
-1.0%
+136.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -1.2% | -6.8% | +5.5% | +1.9% |
| 30D | -14.7% | +5.5% | -20.2% | -16.9% |
| 3M | -7.2% | -6.8% | -0.5% | -4.8% |
| 6M | +54.2% | -4.8% | +59.0% | +52.7% |
| YTD | -8.6% | -35.6% | +27.0% | +9.4% |
| 1Y | +0.5% | -46.8% | +47.3% | +33.7% |
| 3Y | +135.9% | -0.8% | +136.7% | +110.5% |
| All | +135.9% | -1.0% | +136.9% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling