+8,844.7%
SHOP vs CCI
+70.1%
+8,774.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -2.7% | +0.9% | -3.6% | -3.0% |
| 30D | -11.0% | +10.3% | -21.3% | -14.9% |
| 3M | +0.3% | +17.9% | -17.6% | -7.2% |
| 6M | +37.7% | -0.5% | +38.2% | +36.1% |
| YTD | -5.5% | +2.7% | -8.2% | -8.9% |
| 1Y | -0.2% | +3.1% | -3.4% | -4.0% |
| 3Y | +151.9% | +8.0% | +143.9% | +119.7% |
| 5Y | -2.2% | -37.8% | +35.6% | +16.9% |
| 10Y | +3,647.2% | +56.5% | +3,590.6% | +2,962.4% |
| All | +8,844.7% | +70.1% | +8,774.6% | +7,128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling