+8,434.7%
SHOP vs COPX
+378.4%
+8,056.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -5.1% | -4.0% | -1.1% | -3.2% |
| 30D | +0.6% | +4.5% | -4.0% | -1.6% |
| 3M | +25.0% | +0.8% | +24.2% | +23.0% |
| 6M | +11.9% | +3.2% | +8.7% | +6.9% |
| YTD | -9.9% | +26.7% | -36.6% | -23.5% |
| 1Y | 0.0% | +85.7% | -85.7% | -30.2% |
| 3Y | +117.5% | +151.2% | -33.7% | +26.9% |
| 5Y | -6.6% | +170.0% | -176.6% | -47.4% |
| 10Y | +3,320.3% | +572.9% | +2,747.4% | +1,086.5% |
| All | +8,434.7% | +378.4% | +8,056.3% | +2,313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling