-4.9%
SHOP vs CEG
-33.0%
+28.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.7% | +14.0% | +8.0% |
| 7D | -9.0% | -4.8% | -4.2% | -8.7% |
| 30D | -4.4% | -8.2% | +3.8% | -3.7% |
| 3M | +24.1% | -7.9% | +32.0% | +24.6% |
| 6M | +20.0% | -23.2% | +43.2% | +24.1% |
| YTD | -4.9% | -30.1% | +25.2% | -0.8% |
| 1Y | -4.9% | -31.9% | +27.0% | -1.1% |
| All | -4.9% | -33.0% | +28.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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