+2,993.7%
SHOP vs COF
+248.6%
+2,745.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.4% |
| 7D | -11.2% | -5.1% | -6.1% | -8.7% |
| 30D | -14.4% | -6.0% | -8.3% | -11.5% |
| 3M | +16.6% | +14.8% | +1.8% | +8.7% |
| 6M | -0.6% | +15.3% | -15.9% | -7.4% |
| YTD | -20.0% | -13.0% | -6.9% | -14.6% |
| 1Y | -11.2% | -5.7% | -5.5% | -9.0% |
| 3Y | +99.5% | +118.1% | -18.6% | +39.9% |
| 5Y | -13.2% | +46.2% | -59.4% | -29.3% |
| All | +2,993.7% | +248.6% | +2,745.0% | +1,888.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling