+8,659.4%
SHOP vs CI
+144.3%
+8,515.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +4.2% |
| 7D | -5.4% | -1.6% | -3.9% | -5.1% |
| 30D | -10.3% | +5.4% | -15.7% | -11.5% |
| 3M | +1.0% | +7.3% | -6.3% | -0.9% |
| 6M | +41.2% | +5.3% | +35.9% | +38.6% |
| YTD | -7.5% | +8.5% | -16.0% | -10.3% |
| 1Y | -4.6% | +17.1% | -21.7% | -9.5% |
| 3Y | +146.4% | +1.4% | +145.0% | +133.3% |
| 5Y | -2.5% | +50.5% | -53.0% | -20.7% |
| 10Y | +3,703.6% | +168.5% | +3,535.0% | +2,363.5% |
| All | +8,659.4% | +144.3% | +8,515.1% | +6,177.4% |
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