+8,434.7%
SHOP vs COP
+195.8%
+8,238.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | +25.0% | +13.4% | +11.7% | +20.5% |
| 6M | +11.9% | +17.7% | -5.8% | +6.0% |
| YTD | -9.9% | +46.6% | -56.5% | -19.8% |
| 1Y | 0.0% | +44.6% | -44.7% | -11.1% |
| 3Y | +117.5% | +20.7% | +96.8% | +101.0% |
| 5Y | -6.6% | +185.0% | -191.7% | -31.3% |
| 10Y | +3,320.3% | +347.0% | +2,973.3% | +1,897.9% |
| All | +8,434.7% | +195.8% | +8,238.9% | +10,358.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling