-2.2%
SHOP vs CCI
-37.5%
+35.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | -11.0% | +10.3% | -21.3% | -14.1% |
| 3M | +0.3% | +17.9% | -17.6% | -5.8% |
| 6M | +37.7% | -0.5% | +38.2% | +36.8% |
| YTD | -5.5% | +2.7% | -8.2% | -8.0% |
| 1Y | -0.2% | +3.1% | -3.4% | -3.0% |
| 3Y | +151.9% | +8.0% | +143.9% | +113.1% |
| 5Y | -2.2% | -37.8% | +35.6% | +19.9% |
| All | -2.2% | -37.5% | +35.3% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling