+27.0%
SHOP vs CPNG
-75.9%
+102.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -5.1% | -7.4% | +2.3% | -1.2% |
| 30D | +0.6% | -4.4% | +5.0% | +2.8% |
| 3M | +25.0% | -7.5% | +32.5% | +26.9% |
| 6M | +11.9% | -19.9% | +31.9% | +21.0% |
| YTD | -9.9% | -35.2% | +25.3% | +8.9% |
| 1Y | 0.0% | -46.8% | +46.7% | +33.7% |
| 3Y | +117.5% | -20.2% | +137.7% | +124.2% |
| 5Y | -6.6% | -48.4% | +41.8% | -1.2% |
| All | +27.0% | -75.9% | +102.9% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling