-2.9%
SHOP vs CG
-22.2%
+19.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.2% | +4.1% |
| 7D | -5.4% | -1.2% | -4.3% | -4.5% |
| 30D | -10.3% | +5.0% | -15.3% | -14.0% |
| 3M | +1.0% | -18.2% | +19.2% | +17.4% |
| 6M | +41.2% | -20.7% | +61.9% | +65.0% |
| YTD | -7.5% | -31.4% | +23.9% | +20.3% |
| 1Y | -4.6% | -22.3% | +17.7% | +11.4% |
| 3Y | +146.4% | +50.2% | +96.2% | +50.2% |
| All | -2.9% | -22.2% | +19.3% | +9.2% |
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