+30.1%
SHOP vs CEG
+717.5%
-687.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -4.1% | +6.7% | -10.8% | -5.8% |
| 30D | -11.5% | +11.0% | -22.5% | -14.1% |
| 3M | +21.1% | +19.5% | +1.6% | +14.3% |
| 6M | +3.0% | -5.9% | +8.9% | +3.0% |
| YTD | -16.7% | -15.0% | -1.7% | -14.7% |
| 1Y | -8.3% | +0.6% | -8.9% | -11.1% |
| 3Y | +112.8% | +180.6% | -67.8% | +32.8% |
| All | +30.1% | +717.5% | -687.5% | -24.8% |
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