+96.1%
SHOP vs COF
+115.1%
-19.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +1.2% |
| 7D | -13.2% | -6.1% | -7.1% | -8.9% |
| 30D | -17.0% | -5.2% | -11.9% | -13.7% |
| 3M | +17.0% | +17.0% | 0.0% | +3.8% |
| 6M | -2.1% | +12.9% | -15.0% | -10.9% |
| YTD | -21.4% | -13.5% | -7.8% | -13.5% |
| 1Y | -11.0% | -5.9% | -5.1% | -8.5% |
| All | +96.1% | +115.1% | -19.0% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling