-15.7%
SHOP vs CCJ
+347.8%
-363.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -4.8% |
| 7D | -10.6% | +4.2% | -14.8% | -12.1% |
| 30D | -18.3% | +3.2% | -21.5% | -19.6% |
| 3M | +14.8% | -1.8% | +16.6% | +14.5% |
| 6M | -5.0% | -13.5% | +8.5% | -1.5% |
| YTD | -21.2% | +9.7% | -31.0% | -27.6% |
| 1Y | -11.6% | +30.0% | -41.6% | -26.5% |
| 3Y | +101.2% | +172.6% | -71.4% | +9.8% |
| 5Y | -15.7% | +342.9% | -358.6% | -66.2% |
| All | -15.7% | +347.8% | -363.5% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling