+135.5%
SHOP vs CI
+6.9%
+128.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.7% |
| 7D | +2.1% | -1.7% | +3.8% | +2.1% |
| 30D | -16.8% | +4.9% | -21.7% | -16.7% |
| 3M | -2.4% | +7.4% | -9.8% | -2.1% |
| 6M | +47.0% | +0.4% | +46.6% | +47.2% |
| YTD | -8.8% | +9.5% | -18.3% | -8.3% |
| 1Y | -6.3% | +12.0% | -18.2% | -5.7% |
| All | +135.5% | +6.9% | +128.5% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling