+3,663.5%
SHOP vs CFG
+224.4%
+3,439.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -2.5% | -0.8% | -1.7% | -2.1% |
| 30D | -16.7% | +3.1% | -19.8% | -17.5% |
| 3M | -2.2% | -9.7% | +7.5% | +1.6% |
| 6M | +45.6% | +6.7% | +38.9% | +41.6% |
| YTD | -7.3% | +15.2% | -22.5% | -12.6% |
| 1Y | -6.1% | +28.8% | -34.9% | -15.0% |
| 3Y | +143.3% | +190.1% | -46.7% | +69.6% |
| 5Y | +0.2% | +63.4% | -63.2% | -18.5% |
| 10Y | +3,663.5% | +219.8% | +3,443.7% | +2,655.4% |
| All | +3,663.5% | +224.4% | +3,439.1% | +2,655.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling