+146.4%
SHOP vs CEG
+114.1%
+32.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +2.6% |
| 7D | -5.4% | -4.7% | -0.7% | -4.6% |
| 30D | -10.3% | -16.6% | +6.3% | -6.9% |
| 3M | +1.0% | -4.1% | +5.1% | +1.2% |
| 6M | +41.2% | -22.3% | +63.6% | +47.8% |
| YTD | -7.5% | -28.9% | +21.4% | -2.1% |
| 1Y | -4.6% | -28.5% | +23.9% | +0.6% |
| 3Y | +146.4% | +104.3% | +42.1% | +106.5% |
| All | +146.4% | +114.1% | +32.3% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling