+2,993.7%
SHOP vs CRH
+253.3%
+2,740.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -11.2% | -6.1% | -5.2% | -7.4% |
| 30D | -14.4% | -9.3% | -5.1% | -8.6% |
| 3M | +16.6% | -15.2% | +31.8% | +29.9% |
| 6M | -0.6% | -14.2% | +13.6% | +8.3% |
| YTD | -20.0% | -28.3% | +8.3% | -1.9% |
| 1Y | -11.2% | -21.8% | +10.6% | +2.3% |
| 3Y | +99.5% | +71.6% | +27.9% | +35.0% |
| 5Y | -13.2% | +96.6% | -109.8% | -46.3% |
| All | +2,993.7% | +253.3% | +2,740.4% | +1,252.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling