-5.6%
SHOP vs COP
+186.8%
-192.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | -5.1% | +3.0% | -8.1% | -5.8% |
| 30D | +0.6% | +17.5% | -16.9% | -3.1% |
| 3M | +25.0% | +13.4% | +11.7% | +20.8% |
| 6M | +11.9% | +17.7% | -5.8% | +6.1% |
| YTD | -9.9% | +46.6% | -56.5% | -20.7% |
| 1Y | 0.0% | +44.6% | -44.7% | -12.1% |
| 3Y | +117.5% | +20.7% | +96.8% | +97.8% |
| All | -5.6% | +186.8% | -192.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling