+28.8%
SHOP vs CPNG
-76.1%
+104.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -1.2% | -6.8% | +5.5% | +2.4% |
| 30D | -14.7% | +5.5% | -20.2% | -17.4% |
| 3M | -7.2% | -6.8% | -0.5% | -4.4% |
| 6M | +54.2% | -4.8% | +59.0% | +52.6% |
| YTD | -8.6% | -35.6% | +27.0% | +10.2% |
| 1Y | +0.5% | -46.8% | +47.3% | +34.4% |
| 3Y | +135.9% | -0.8% | +136.7% | +114.8% |
| 5Y | -11.9% | -42.9% | +31.0% | -7.7% |
| All | +28.8% | -76.1% | +104.9% | +41.1% |
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