-9.3%
SHOP vs CAG
-40.6%
+31.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -7.7% |
| 7D | -4.1% | -5.3% | +1.2% | -4.5% |
| 30D | -11.5% | +1.0% | -12.5% | -11.5% |
| 3M | +21.1% | +17.4% | +3.7% | +23.0% |
| 6M | +3.0% | -16.8% | +19.8% | +0.1% |
| YTD | -16.7% | -6.8% | -9.9% | -17.9% |
| 1Y | -8.3% | -15.4% | +7.1% | -10.0% |
| 3Y | +112.8% | -37.1% | +149.9% | +103.5% |
| 5Y | -9.3% | -41.3% | +32.0% | -11.7% |
| All | -9.3% | -40.6% | +31.4% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling