+2,989.4%
SHOP vs COP
+334.3%
+2,655.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.7% |
| 7D | -10.6% | -0.5% | -10.1% | -10.6% |
| 30D | -18.3% | +11.7% | -30.0% | -20.3% |
| 3M | +14.8% | +17.7% | -2.9% | +10.2% |
| 6M | -5.0% | +18.3% | -23.3% | -9.5% |
| YTD | -21.2% | +49.1% | -70.3% | -29.3% |
| 1Y | -11.6% | +53.3% | -64.9% | -21.5% |
| 3Y | +101.2% | +22.2% | +79.1% | +86.8% |
| 5Y | -15.7% | +193.3% | -209.0% | -35.4% |
| 10Y | +2,989.4% | +340.2% | +2,649.2% | +2,229.5% |
| All | +2,989.4% | +334.3% | +2,655.1% | +2,229.5% |
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