-11.2%
SHOP vs CI
+49.5%
-60.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | -14.7% | +2.6% | -17.3% | -15.0% |
| 3M | -7.2% | +7.4% | -14.6% | -7.9% |
| 6M | +54.2% | -0.1% | +54.3% | +54.0% |
| YTD | -8.6% | +9.7% | -18.4% | -9.8% |
| 1Y | +0.5% | +12.1% | -11.6% | -1.1% |
| 3Y | +135.9% | +7.0% | +128.9% | +126.2% |
| All | -11.2% | +49.5% | -60.7% | -34.5% |
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