-4.9%
SHOP vs CFG
+34.2%
-39.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +5.0% | +6.2% |
| 7D | -9.0% | +1.8% | -10.8% | -9.7% |
| 30D | -4.4% | +3.3% | -7.7% | -5.7% |
| 3M | +24.1% | -9.8% | +34.0% | +29.9% |
| 6M | +20.0% | +5.2% | +14.8% | +15.2% |
| YTD | -4.9% | +16.1% | -21.0% | -16.0% |
| 1Y | -4.9% | +33.7% | -38.6% | -28.6% |
| All | -4.9% | +34.2% | -39.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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