-15.7%
SHOP vs CTVA
+103.5%
-119.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -5.0% |
| 7D | -10.6% | -5.8% | -4.8% | -8.6% |
| 30D | -18.3% | +11.1% | -29.4% | -21.5% |
| 3M | +14.8% | +13.2% | +1.6% | +8.8% |
| 6M | -5.0% | +8.7% | -13.7% | -9.5% |
| YTD | -21.2% | +27.3% | -48.5% | -30.2% |
| 1Y | -11.6% | +18.0% | -29.6% | -19.4% |
| 3Y | +101.2% | +76.5% | +24.7% | +51.3% |
| 5Y | -15.7% | +105.1% | -120.8% | -46.0% |
| All | -15.7% | +103.5% | -119.2% | -46.0% |
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