+3,781.0%
SHOP vs CCI
+67.9%
+3,713.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -1.2% | +2.5% | -3.7% | -2.3% |
| 30D | -14.7% | +14.4% | -29.2% | -19.8% |
| 3M | -7.2% | +21.7% | -28.9% | -15.4% |
| 6M | +54.2% | +4.0% | +50.2% | +49.4% |
| YTD | -8.6% | +6.2% | -14.8% | -13.2% |
| 1Y | +0.5% | +5.4% | -4.9% | -4.3% |
| 3Y | +135.9% | +11.7% | +124.2% | +101.7% |
| 5Y | -11.9% | -35.6% | +23.7% | +4.4% |
| All | +3,781.0% | +67.9% | +3,713.1% | +3,174.3% |
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