+8,434.7%
SHOP vs CG
+178.3%
+8,256.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | -5.1% | -4.3% | -0.8% | -2.4% |
| 30D | +0.6% | -5.1% | +5.7% | +3.8% |
| 3M | +25.0% | +8.7% | +16.4% | +17.2% |
| 6M | +11.9% | -9.2% | +21.1% | +16.6% |
| YTD | -9.9% | -18.9% | +9.0% | +0.6% |
| 1Y | 0.0% | -25.6% | +25.6% | +17.4% |
| 3Y | +117.5% | +57.3% | +60.2% | +58.9% |
| 5Y | -6.6% | +10.2% | -16.8% | -15.8% |
| 10Y | +3,320.3% | +364.2% | +2,956.1% | +1,383.5% |
| All | +8,434.7% | +178.3% | +8,256.4% | +5,113.7% |
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