+96.1%
SHOP vs COPX
+149.6%
-53.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.8% | +2.7% |
| 7D | -13.2% | -2.9% | -10.3% | -12.5% |
| 30D | -17.0% | 0.0% | -17.1% | -17.5% |
| 3M | +17.0% | +14.8% | +2.2% | +9.0% |
| 6M | -2.1% | +7.0% | -9.2% | -7.6% |
| YTD | -21.4% | +23.8% | -45.2% | -32.9% |
| 1Y | -11.0% | +75.7% | -86.7% | -37.4% |
| All | +96.1% | +149.6% | -53.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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