+2,989.4%
SHOP vs CG
+324.5%
+2,664.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.4% | -2.9% |
| 7D | -10.6% | -6.4% | -4.2% | -6.6% |
| 30D | -18.3% | -7.1% | -11.2% | -14.2% |
| 3M | +14.8% | -1.6% | +16.4% | +14.8% |
| 6M | -5.0% | -8.3% | +3.3% | -1.5% |
| YTD | -21.2% | -23.8% | +2.6% | -8.0% |
| 1Y | -11.6% | -28.7% | +17.1% | +7.4% |
| 3Y | +101.2% | +49.2% | +52.1% | +50.3% |
| 5Y | -15.7% | +5.5% | -21.2% | -22.3% |
| 10Y | +2,989.4% | +331.2% | +2,658.2% | +1,547.8% |
| All | +2,989.4% | +324.5% | +2,664.9% | +1,547.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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