+8,434.7%
SHOP vs CFG
+295.6%
+8,139.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -5.1% | +1.5% | -6.6% | -5.6% |
| 30D | +0.6% | -3.8% | +4.4% | +2.0% |
| 3M | +25.0% | +11.5% | +13.5% | +19.8% |
| 6M | +11.9% | +19.2% | -7.3% | +4.2% |
| YTD | -9.9% | +23.7% | -33.6% | -17.3% |
| 1Y | 0.0% | +38.8% | -38.9% | -12.2% |
| 3Y | +117.5% | +178.9% | -61.4% | +51.6% |
| 5Y | -6.6% | +101.8% | -108.4% | -28.0% |
| 10Y | +3,320.3% | +317.3% | +3,003.1% | +1,764.7% |
| All | +8,434.7% | +295.6% | +8,139.1% | +4,865.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling