+7,347.1%
SHOP vs CRH
+303.8%
+7,043.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +1.1% |
| 7D | -13.2% | -4.8% | -8.5% | -10.3% |
| 30D | -17.0% | -13.1% | -3.9% | -9.0% |
| 3M | +17.0% | -12.0% | +29.0% | +27.1% |
| 6M | -2.1% | -16.9% | +14.8% | +8.8% |
| YTD | -21.4% | -29.0% | +7.6% | -3.0% |
| 1Y | -11.0% | -20.3% | +9.4% | +1.2% |
| 3Y | +100.9% | +69.2% | +31.7% | +37.6% |
| 5Y | -14.7% | +94.6% | -109.3% | -46.4% |
| 10Y | +2,984.8% | +250.3% | +2,734.5% | +1,185.8% |
| All | +7,347.1% | +303.8% | +7,043.2% | +2,768.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling