+96.4%
SHOP vs CPNG
-21.2%
+117.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.3% |
| 7D | -10.6% | -7.6% | -3.1% | -7.3% |
| 30D | -18.3% | -8.8% | -9.5% | -14.9% |
| 3M | +14.8% | -7.2% | +22.1% | +16.2% |
| 6M | -5.0% | -21.5% | +16.5% | +3.0% |
| YTD | -21.2% | -37.4% | +16.2% | -3.8% |
| 1Y | -11.6% | -54.3% | +42.7% | +28.9% |
| All | +96.4% | -21.2% | +117.6% | +100.7% |
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 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