-9.3%
SHOP vs CG
+9.5%
-18.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.2% | -5.4% | -5.9% |
| 7D | -4.1% | -1.3% | -2.8% | -3.0% |
| 30D | -11.5% | -3.2% | -8.4% | -9.3% |
| 3M | +21.1% | +6.2% | +14.8% | +13.4% |
| 6M | +3.0% | -4.7% | +7.7% | +4.0% |
| YTD | -16.7% | -20.6% | +3.9% | -2.9% |
| 1Y | -8.3% | -26.4% | +18.1% | +12.9% |
| 3Y | +112.8% | +55.4% | +57.4% | +31.2% |
| 5Y | -9.3% | +9.8% | -19.1% | -21.3% |
| All | -9.3% | +9.5% | -18.7% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling