-5.6%
SHOP vs CSGP
-64.7%
+59.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +1.3% |
| 7D | -5.1% | -4.1% | -1.0% | -2.2% |
| 30D | +0.6% | +2.3% | -1.7% | -2.0% |
| 3M | +25.0% | -8.2% | +33.2% | +30.7% |
| 6M | +11.9% | -35.1% | +47.0% | +52.4% |
| YTD | -9.9% | -54.0% | +44.2% | +57.4% |
| 1Y | 0.0% | -65.3% | +65.3% | +117.7% |
| 3Y | +117.5% | -62.6% | +180.1% | +319.3% |
| All | -5.6% | -64.7% | +59.1% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling