+3,259.3%
SHOP vs CSGP
+45.2%
+3,214.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +1.2% |
| 7D | -5.1% | -4.1% | -1.0% | -2.2% |
| 30D | +0.6% | +2.3% | -1.7% | -1.9% |
| 3M | +25.0% | -8.2% | +33.2% | +30.6% |
| 6M | +11.9% | -35.1% | +47.0% | +50.8% |
| YTD | -9.9% | -54.0% | +44.2% | +54.2% |
| 1Y | 0.0% | -65.3% | +65.3% | +109.9% |
| 3Y | +117.5% | -62.6% | +180.1% | +312.6% |
| 5Y | -6.6% | -64.8% | +58.2% | +83.0% |
| All | +3,259.3% | +45.2% | +3,214.1% | +2,346.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling