+433.2%
SHOP vs CTVA
+131.3%
+302.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | -1.2% | -20.8% | +19.5% | +5.1% |
| 30D | -14.7% | -29.6% | +14.9% | -5.7% |
| 3M | -7.2% | -16.9% | +9.7% | -4.0% |
| 6M | +54.2% | -24.3% | +78.4% | +64.1% |
| YTD | -8.6% | -5.6% | -3.0% | -11.5% |
| 1Y | +0.5% | -4.2% | +4.7% | -3.3% |
| 3Y | +135.9% | +43.3% | +92.7% | +90.3% |
| 5Y | -11.9% | +35.7% | -47.6% | -27.8% |
| All | +433.2% | +131.3% | +302.0% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling