0.0%
SHOP vs CFG
+40.4%
-40.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -5.1% | +1.5% | -6.6% | -5.7% |
| 30D | +0.6% | -3.8% | +4.4% | +2.3% |
| 3M | +25.0% | +11.5% | +13.5% | +17.8% |
| 6M | +11.9% | +19.2% | -7.3% | +0.3% |
| YTD | -9.9% | +23.7% | -33.6% | -20.8% |
| 1Y | 0.0% | +38.8% | -38.9% | -18.3% |
| All | 0.0% | +40.4% | -40.4% | -18.3% |
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