-11.0%
SHOP vs CTVA
+18.2%
-29.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | -13.2% | -4.7% | -8.6% | -13.5% |
| 30D | -17.0% | +11.1% | -28.1% | -16.4% |
| 3M | +17.0% | +13.7% | +3.3% | +20.2% |
| 6M | -2.1% | +11.2% | -13.3% | -1.5% |
| YTD | -21.4% | +26.9% | -48.2% | -21.6% |
| 1Y | -11.0% | +18.8% | -29.8% | -12.6% |
| All | -11.0% | +18.2% | -29.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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