-7.7%
SHOP vs CSGP
-55.1%
+47.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.5% |
| 7D | +2.8% | -3.2% | +6.0% | +4.1% |
| 30D | -14.2% | +2.2% | -16.4% | -16.8% |
| 3M | -5.5% | -3.7% | -1.9% | -6.1% |
| 6M | +32.8% | -7.4% | +40.2% | +33.1% |
| YTD | -8.9% | -54.9% | +46.0% | +24.9% |
| 1Y | -7.7% | -54.9% | +47.2% | +26.5% |
| All | -7.7% | -55.1% | +47.4% | +26.5% |
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 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