+151.9%
SHOP vs CCJ
+85.2%
+66.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +0.2% |
| 7D | -2.7% | +2.7% | -5.4% | -3.5% |
| 30D | -11.0% | -14.4% | +3.4% | -6.3% |
| 3M | +0.3% | -22.6% | +22.9% | +8.8% |
| 6M | +37.7% | -35.4% | +73.2% | +57.5% |
| YTD | -5.5% | -17.6% | +12.1% | -3.2% |
| 1Y | -0.2% | -18.1% | +17.9% | +2.3% |
| 3Y | +151.9% | +79.6% | +72.3% | +73.2% |
| All | +151.9% | +85.2% | +66.7% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling