-2.2%
SHOP vs CCJ
+172.2%
-174.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | -0.3% |
| 7D | -2.7% | +2.7% | -5.4% | -3.7% |
| 30D | -11.0% | -14.4% | +3.4% | -5.1% |
| 3M | +0.3% | -22.6% | +22.9% | +11.0% |
| 6M | +37.7% | -35.4% | +73.2% | +62.5% |
| YTD | -5.5% | -17.6% | +12.1% | -2.8% |
| 1Y | -0.2% | -18.1% | +17.9% | +2.7% |
| 3Y | +151.9% | +79.6% | +72.3% | +59.4% |
| 5Y | -2.2% | +175.3% | -177.5% | -57.1% |
| All | -2.2% | +172.2% | -174.4% | -57.1% |
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