+135.9%
SHOP vs CFG
+191.5%
-55.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | -1.2% | +3.2% | -4.4% | -3.3% |
| 30D | -14.7% | +5.1% | -19.9% | -17.3% |
| 3M | -7.2% | -11.2% | +4.0% | +0.4% |
| 6M | +54.2% | +9.6% | +44.6% | +43.1% |
| YTD | -8.6% | +15.0% | -23.6% | -19.0% |
| 1Y | +0.5% | +29.9% | -29.3% | -18.5% |
| 3Y | +135.9% | +192.1% | -56.1% | +20.9% |
| All | +135.9% | +191.5% | -55.6% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling