+3,647.2%
SHOP vs COP
+319.0%
+3,328.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | -2.7% | -8.4% | +5.8% | -1.0% |
| 30D | -11.0% | +0.3% | -11.3% | -11.3% |
| 3M | +0.3% | +15.1% | -14.8% | -3.2% |
| 6M | +37.7% | +19.8% | +18.0% | +30.8% |
| YTD | -5.5% | +46.8% | -52.4% | -15.5% |
| 1Y | -0.2% | +59.7% | -60.0% | -12.8% |
| 3Y | +151.9% | +28.7% | +123.2% | +130.1% |
| 5Y | -2.2% | +110.7% | -112.9% | -20.5% |
| 10Y | +3,647.2% | +298.3% | +3,348.9% | +2,690.1% |
| All | +3,647.2% | +319.0% | +3,328.2% | +2,690.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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