-11.2%
SHOP vs CTVA
+34.7%
-45.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | -1.2% | -20.8% | +19.5% | +4.5% |
| 30D | -14.7% | -29.6% | +14.9% | -6.3% |
| 3M | -7.2% | -16.9% | +9.7% | -4.6% |
| 6M | +54.2% | -24.3% | +78.4% | +63.0% |
| YTD | -8.6% | -5.6% | -3.0% | -13.0% |
| 1Y | +0.5% | -4.2% | +4.7% | -4.9% |
| 3Y | +135.9% | +43.3% | +92.7% | +82.0% |
| All | -11.2% | +34.7% | -45.9% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling