-12.8%
SHOP vs CRH
+93.9%
-106.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.9% |
| 7D | -11.2% | -6.1% | -5.2% | -6.3% |
| 30D | -14.4% | -9.3% | -5.1% | -7.0% |
| 3M | +16.6% | -15.2% | +31.8% | +33.6% |
| 6M | -0.6% | -14.2% | +13.6% | +10.1% |
| YTD | -20.0% | -28.3% | +8.3% | +3.6% |
| 1Y | -11.2% | -21.8% | +10.6% | +5.3% |
| 3Y | +99.5% | +71.6% | +27.9% | +2.2% |
| All | -12.8% | +93.9% | -106.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling