-5.6%
SHOP vs CI
+42.7%
-48.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -5.1% | +1.3% | -6.4% | -5.2% |
| 30D | +0.6% | +4.4% | -3.9% | +0.1% |
| 3M | +25.0% | +0.7% | +24.4% | +24.9% |
| 6M | +11.9% | +0.3% | +11.6% | +11.6% |
| YTD | -9.9% | +3.8% | -13.7% | -10.6% |
| 1Y | 0.0% | -5.5% | +5.5% | +0.2% |
| 3Y | +117.5% | +8.1% | +109.4% | +105.1% |
| All | -5.6% | +42.7% | -48.3% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling