-15.7%
SHOP vs CPNG
-52.6%
+36.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.3% |
| 7D | -10.6% | -7.6% | -3.1% | -6.5% |
| 30D | -18.3% | -8.8% | -9.5% | -14.0% |
| 3M | +14.8% | -7.2% | +22.1% | +16.6% |
| 6M | -5.0% | -21.5% | +16.5% | +4.4% |
| YTD | -21.2% | -37.4% | +16.2% | -1.3% |
| 1Y | -11.6% | -54.3% | +42.7% | +34.0% |
| 3Y | +101.2% | -20.3% | +121.5% | +105.4% |
| 5Y | -15.7% | -51.2% | +35.5% | -7.3% |
| All | -15.7% | -52.6% | +36.9% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling