+40.7%
SHOP vs CEG
+717.3%
-676.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.9% |
| 7D | -5.1% | +8.0% | -13.1% | -7.2% |
| 30D | +0.6% | +12.9% | -12.3% | -2.8% |
| 3M | +25.0% | +13.2% | +11.9% | +19.9% |
| 6M | +11.9% | -7.0% | +18.9% | +12.4% |
| YTD | -9.9% | -15.0% | +5.1% | -7.7% |
| 1Y | 0.0% | -2.7% | +2.7% | -2.2% |
| 3Y | +117.5% | +184.1% | -66.6% | +35.0% |
| All | +40.7% | +717.3% | -676.6% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling