+3,557.0%
SHOP vs COR
+505.6%
+3,051.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.4% | -3.8% |
| 7D | +2.8% | +2.4% | +0.4% | +2.4% |
| 30D | -14.2% | +7.7% | -21.9% | -15.5% |
| 3M | -5.5% | +7.5% | -13.0% | -6.9% |
| 6M | +32.8% | +34.1% | -1.3% | +25.3% |
| YTD | -8.9% | +3.9% | -12.8% | -10.2% |
| 1Y | -7.7% | -3.6% | -4.1% | -7.8% |
| 3Y | +139.0% | +80.5% | +58.5% | +101.6% |
| 5Y | -0.5% | +194.9% | -195.4% | -28.3% |
| 10Y | +3,557.0% | +486.6% | +3,070.4% | +2,061.4% |
| All | +3,557.0% | +505.6% | +3,051.4% | +2,061.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling