+0.5%
SHOP vs CTVA
-4.9%
+5.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.1% |
| 7D | -1.2% | -20.8% | +19.5% | -0.7% |
| 30D | -14.7% | -29.6% | +14.9% | -14.5% |
| 3M | -7.2% | -16.9% | +9.7% | -6.1% |
| 6M | +54.2% | -24.3% | +78.4% | +56.3% |
| YTD | -8.6% | -5.6% | -3.0% | -10.8% |
| 1Y | +0.5% | -4.2% | +4.7% | -2.5% |
| All | +0.5% | -4.9% | +5.4% | -2.5% |
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