-4.9%
SHOP vs CSGP
-53.2%
+48.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +5.8% |
| 7D | -9.0% | +18.3% | -27.3% | -15.0% |
| 30D | -4.4% | +17.8% | -22.2% | -13.2% |
| 3M | +24.1% | +9.3% | +14.9% | +16.5% |
| 6M | +20.0% | -7.9% | +27.9% | +22.3% |
| YTD | -4.9% | -51.5% | +46.6% | +28.3% |
| 1Y | -4.9% | -53.3% | +48.4% | +32.0% |
| All | -4.9% | -53.2% | +48.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling