+3,772.8%
SHOP vs COP
+335.3%
+3,437.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | +2.1% | +3.4% | -1.3% | +1.4% |
| 30D | -16.8% | -0.6% | -16.3% | -16.9% |
| 3M | -2.4% | +10.8% | -13.2% | -5.0% |
| 6M | +47.0% | +19.6% | +27.4% | +39.9% |
| YTD | -8.8% | +52.9% | -61.7% | -19.1% |
| 1Y | -6.3% | +62.2% | -68.5% | -18.2% |
| 3Y | +139.3% | +32.4% | +106.9% | +117.4% |
| 5Y | -12.1% | +129.7% | -141.8% | -29.8% |
| All | +3,772.8% | +335.3% | +3,437.5% | +2,790.5% |
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