-11.6%
SHOP vs CAG
-16.0%
+4.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.6% |
| 7D | -10.6% | -6.6% | -4.0% | -11.4% |
| 30D | -18.3% | +2.3% | -20.6% | -18.1% |
| 3M | +14.8% | +16.3% | -1.5% | +19.5% |
| 6M | -5.0% | -16.0% | +11.0% | -16.8% |
| YTD | -21.2% | -7.7% | -13.5% | -26.9% |
| 1Y | -11.6% | -16.0% | +4.4% | -20.2% |
| All | -11.6% | -16.0% | +4.4% | -20.2% |
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