+8,659.4%
SHOP vs COP
+200.3%
+8,459.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | -5.4% | -11.5% | +6.1% | -2.9% |
| 30D | -10.3% | +5.0% | -15.3% | -11.5% |
| 3M | +1.0% | +17.5% | -16.5% | -3.4% |
| 6M | +41.2% | +16.2% | +25.0% | +34.3% |
| YTD | -7.5% | +48.8% | -56.3% | -18.4% |
| 1Y | -4.6% | +64.1% | -68.7% | -18.2% |
| 3Y | +146.4% | +25.7% | +120.8% | +124.6% |
| 5Y | -2.5% | +114.4% | -116.9% | -23.4% |
| 10Y | +3,703.6% | +331.7% | +3,371.9% | +2,159.4% |
| All | +8,659.4% | +200.3% | +8,459.1% | +10,544.6% |
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 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