-12.8%
SHOP vs COPX
+163.4%
-176.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -11.2% | -2.3% | -8.9% | -10.6% |
| 30D | -14.4% | +0.3% | -14.6% | -15.1% |
| 3M | +16.6% | +6.8% | +9.8% | +10.6% |
| 6M | -0.6% | +7.9% | -8.5% | -8.5% |
| YTD | -20.0% | +23.7% | -43.7% | -34.3% |
| 1Y | -11.2% | +71.5% | -82.7% | -41.3% |
| 3Y | +99.5% | +149.1% | -49.6% | -3.9% |
| All | -12.8% | +163.4% | -176.2% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling