+8,434.7%
SHOP vs CI
+133.8%
+8,300.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -5.1% | +1.3% | -6.4% | -5.4% |
| 30D | +0.6% | +4.4% | -3.9% | -0.5% |
| 3M | +25.0% | +0.7% | +24.4% | +24.5% |
| 6M | +11.9% | +0.3% | +11.6% | +11.1% |
| YTD | -9.9% | +3.8% | -13.7% | -11.6% |
| 1Y | 0.0% | -5.5% | +5.5% | -0.2% |
| 3Y | +117.5% | +8.1% | +109.4% | +101.1% |
| 5Y | -6.6% | +42.8% | -49.5% | -23.0% |
| 10Y | +3,320.3% | +143.9% | +3,176.4% | +2,175.7% |
| All | +8,434.7% | +133.8% | +8,300.9% | +6,087.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling