+135.9%
SHOP vs COP
+34.5%
+101.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -1.2% | +4.4% | -5.6% | -1.7% |
| 30D | -14.7% | 0.0% | -14.7% | -14.8% |
| 3M | -7.2% | +15.0% | -22.2% | -9.5% |
| 6M | +54.2% | +22.0% | +32.2% | +47.7% |
| YTD | -8.6% | +55.3% | -64.0% | -22.2% |
| 1Y | +0.5% | +64.1% | -63.6% | -16.9% |
| 3Y | +135.9% | +34.1% | +101.9% | +99.6% |
| All | +135.9% | +34.5% | +101.4% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling