+3,167.5%
SHOP vs CCI
+19.0%
+3,148.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.2% | -7.8% | -7.7% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -11.5% | +0.5% | -12.0% | -11.7% |
| 3M | +21.1% | -16.3% | +37.3% | +30.1% |
| 6M | +3.0% | -13.9% | +16.9% | +8.9% |
| YTD | -16.7% | -12.4% | -4.3% | -13.3% |
| 1Y | -8.3% | -15.2% | +6.9% | -3.4% |
| 3Y | +112.8% | -9.9% | +122.7% | +102.7% |
| 5Y | -9.3% | -50.8% | +41.6% | +22.3% |
| All | +3,167.5% | +19.0% | +3,148.5% | +2,994.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling