+3,663.5%
SHOP vs CAG
-35.6%
+3,699.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.4% |
| 30D | -16.7% | +9.7% | -26.4% | -17.2% |
| 3M | -2.2% | +0.5% | -2.7% | -2.3% |
| 6M | +45.6% | +8.9% | +36.6% | +44.7% |
| YTD | -7.3% | -8.4% | +1.1% | -7.5% |
| 1Y | -6.1% | -8.3% | +2.2% | -6.3% |
| 3Y | +143.3% | -36.1% | +179.4% | +147.6% |
| 5Y | +0.2% | -40.1% | +40.3% | +2.1% |
| 10Y | +3,663.5% | -36.9% | +3,700.4% | +3,527.3% |
| All | +3,663.5% | -35.6% | +3,699.1% | +3,527.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling