+2,941.1%
SHOP vs CAG
-35.7%
+2,976.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | -13.2% | -5.9% | -7.3% | -12.8% |
| 30D | -17.0% | -1.5% | -15.5% | -17.0% |
| 3M | +17.0% | +11.5% | +5.6% | +16.3% |
| 6M | -2.1% | -15.7% | +13.6% | -1.3% |
| YTD | -21.4% | -10.2% | -11.1% | -21.3% |
| 1Y | -11.0% | -18.1% | +7.1% | -10.3% |
| 3Y | +100.9% | -39.4% | +140.3% | +106.3% |
| 5Y | -14.7% | -42.6% | +27.9% | -12.4% |
| All | +2,941.1% | -35.7% | +2,976.8% | +2,843.7% |
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