+8,901.8%
SHOP vs CSGP
+51.7%
+8,850.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +4.6% |
| 7D | -9.0% | +18.3% | -27.3% | -19.4% |
| 30D | -4.4% | +17.8% | -22.2% | -17.8% |
| 3M | +24.1% | +9.3% | +14.9% | +11.6% |
| 6M | +20.0% | -7.9% | +27.9% | +20.6% |
| YTD | -4.9% | -51.5% | +46.6% | +49.8% |
| 1Y | -4.9% | -53.3% | +48.4% | +53.6% |
| 3Y | +149.0% | -57.9% | +206.8% | +313.6% |
| 5Y | -0.7% | -61.3% | +60.6% | +76.9% |
| 10Y | +3,808.8% | +77.5% | +3,731.3% | +2,288.6% |
| All | +8,901.8% | +51.7% | +8,850.1% | +5,717.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling