-5.6%
SHOP vs COO
-38.8%
+33.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.6% |
| 7D | -5.1% | -2.2% | -2.9% | -3.4% |
| 30D | +0.6% | -7.0% | +7.6% | +6.1% |
| 3M | +25.0% | +12.2% | +12.8% | +12.3% |
| 6M | +11.9% | -15.1% | +27.0% | +25.8% |
| YTD | -9.9% | -15.1% | +5.2% | +1.1% |
| 1Y | 0.0% | +2.3% | -2.4% | -5.1% |
| 3Y | +117.5% | -23.7% | +141.2% | +142.1% |
| All | -5.6% | -38.8% | +33.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling