-8.3%
SHOP vs COP
+49.7%
-58.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.3% |
| 7D | -4.1% | -0.8% | -3.2% | -4.4% |
| 30D | -11.5% | +15.6% | -27.1% | -6.2% |
| 3M | +21.1% | +14.3% | +6.7% | +28.7% |
| 6M | +3.0% | +17.0% | -14.0% | +10.0% |
| YTD | -16.7% | +47.4% | -64.1% | -9.9% |
| 1Y | -8.3% | +52.4% | -60.7% | -0.8% |
| All | -8.3% | +49.7% | -58.0% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling