+146.4%
SHOP vs CSGP
-60.4%
+206.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.7% | +8.3% | +5.7% |
| 7D | -5.4% | +1.3% | -6.7% | -6.1% |
| 30D | -10.3% | +10.7% | -21.0% | -17.0% |
| 3M | +1.0% | +3.3% | -2.3% | -3.7% |
| 6M | +41.2% | -10.3% | +51.6% | +44.2% |
| YTD | -7.5% | -54.6% | +47.1% | +34.4% |
| 1Y | -4.6% | -54.6% | +50.1% | +38.6% |
| 3Y | +146.4% | -60.3% | +206.8% | +287.0% |
| All | +146.4% | -60.4% | +206.8% | +287.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling