+120.5%
SHOP vs CSGP
-61.9%
+182.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.8% |
| 7D | -5.1% | -4.1% | -1.0% | -2.9% |
| 30D | +0.6% | +2.3% | -1.7% | -1.3% |
| 3M | +25.0% | -8.2% | +33.2% | +29.4% |
| 6M | +11.9% | -35.1% | +47.0% | +40.6% |
| YTD | -9.9% | -54.0% | +44.2% | +35.0% |
| 1Y | 0.0% | -65.3% | +65.3% | +75.3% |
| All | +120.5% | -61.9% | +182.4% | +258.9% |
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