-4.6%
SHOP vs CFG
+27.1%
-31.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.0% |
| 7D | -5.4% | -0.9% | -4.6% | -4.8% |
| 30D | -10.3% | +1.1% | -11.4% | -10.4% |
| 3M | +1.0% | -12.0% | +13.0% | +7.0% |
| 6M | +41.2% | -2.2% | +43.5% | +41.5% |
| YTD | -7.5% | +11.4% | -18.9% | -16.1% |
| 1Y | -4.6% | +27.8% | -32.4% | -25.2% |
| All | -4.6% | +27.1% | -31.7% | -25.2% |
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