-11.2%
SHOP vs COF
-4.6%
-6.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.3% |
| 7D | -11.2% | -5.1% | -6.1% | -7.9% |
| 30D | -14.4% | -6.0% | -8.3% | -10.7% |
| 3M | +16.6% | +14.8% | +1.8% | +6.5% |
| 6M | -0.6% | +15.3% | -15.9% | -9.2% |
| YTD | -20.0% | -13.0% | -6.9% | -15.4% |
| 1Y | -11.2% | -5.7% | -5.5% | -11.5% |
| All | -11.2% | -4.6% | -6.6% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling