-4.9%
SHOP vs CAG
-6.8%
+1.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.0% | +1.4% | +7.7% |
| 7D | -9.0% | +9.7% | -18.7% | -8.2% |
| 30D | -4.4% | +15.8% | -20.2% | -3.0% |
| 3M | +24.1% | +1.8% | +22.3% | +24.2% |
| 6M | +20.0% | +11.5% | +8.5% | +21.9% |
| YTD | -4.9% | -6.7% | +1.8% | -12.9% |
| 1Y | -4.9% | -5.6% | +0.7% | -13.5% |
| All | -4.9% | -6.8% | +1.9% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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