+3,003.4%
SHOP vs CI
+142.6%
+2,860.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.7% | -7.1% |
| 7D | -4.1% | -2.0% | -2.1% | -3.6% |
| 30D | -11.5% | -1.8% | -9.7% | -11.2% |
| 3M | +21.1% | -4.2% | +25.3% | +22.1% |
| 6M | +3.0% | +2.7% | +0.3% | +1.7% |
| YTD | -16.7% | +1.9% | -18.6% | -17.9% |
| 1Y | -8.3% | -6.3% | -2.0% | -8.2% |
| 3Y | +112.8% | +3.9% | +109.0% | +99.1% |
| 5Y | -9.3% | +41.9% | -51.1% | -25.4% |
| 10Y | +3,003.4% | +140.4% | +2,863.1% | +1,961.8% |
| All | +3,003.4% | +142.6% | +2,860.9% | +1,961.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling