-4.9%
SHOP vs CRH
-13.9%
+9.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.6% | +1.7% | +4.3% |
| 7D | -9.0% | +14.2% | -23.2% | -15.1% |
| 30D | -4.4% | +19.5% | -24.0% | -13.1% |
| 3M | +24.1% | +0.4% | +23.8% | +23.9% |
| 6M | +20.0% | -10.1% | +30.1% | +25.0% |
| YTD | -4.9% | -19.9% | +15.0% | +5.4% |
| 1Y | -4.9% | -14.8% | +9.9% | +0.5% |
| All | -4.9% | -13.9% | +9.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling