+3,781.0%
SHOP vs CG
+278.5%
+3,502.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.5% |
| 30D | -14.7% | +11.2% | -25.9% | -20.7% |
| 3M | -7.2% | -22.1% | +14.9% | +8.4% |
| 6M | +54.2% | -17.9% | +72.1% | +71.5% |
| YTD | -8.6% | -31.3% | +22.7% | +13.3% |
| 1Y | +0.5% | -24.0% | +24.5% | +16.4% |
| 3Y | +135.9% | +45.0% | +91.0% | +76.9% |
| 5Y | -11.9% | -22.6% | +10.7% | -5.1% |
| All | +3,781.0% | +278.5% | +3,502.6% | +2,110.8% |
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