+42.7%
SHOP vs CEG
+666.0%
-623.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.2% | +12.1% | -13.3% | -4.3% |
| 30D | -14.7% | +0.2% | -15.0% | -15.1% |
| 3M | -7.2% | +0.7% | -7.9% | -8.2% |
| 6M | +54.2% | +2.2% | +51.9% | +50.2% |
| YTD | -8.6% | -20.3% | +11.7% | -5.5% |
| 1Y | +0.5% | -16.1% | +16.6% | +2.0% |
| 3Y | +135.9% | +134.7% | +1.3% | +55.8% |
| All | +42.7% | +666.0% | -623.3% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling