+8,659.4%
SHOP vs CG
+135.2%
+8,524.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.2% | +4.0% |
| 7D | -5.4% | -1.2% | -4.3% | -4.6% |
| 30D | -10.3% | +5.0% | -15.3% | -13.2% |
| 3M | +1.0% | -18.2% | +19.2% | +14.0% |
| 6M | +41.2% | -20.7% | +61.9% | +60.2% |
| YTD | -7.5% | -31.4% | +23.9% | +14.3% |
| 1Y | -4.6% | -22.3% | +17.7% | +8.8% |
| 3Y | +146.4% | +50.2% | +96.2% | +84.1% |
| 5Y | -2.5% | -22.1% | +19.5% | +6.0% |
| 10Y | +3,703.6% | +295.5% | +3,408.0% | +1,721.4% |
| All | +8,659.4% | +135.2% | +8,524.2% | +5,822.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling