+2,989.4%
SHOP vs COR
+399.7%
+2,589.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.4% |
| 7D | -10.6% | -3.9% | -6.8% | -9.9% |
| 30D | -18.3% | -0.3% | -18.0% | -18.3% |
| 3M | +14.8% | +15.9% | -1.0% | +11.6% |
| 6M | -5.0% | -10.3% | +5.2% | -3.5% |
| YTD | -21.2% | -3.7% | -17.5% | -21.2% |
| 1Y | -11.6% | +9.1% | -20.7% | -14.1% |
| 3Y | +101.2% | +86.6% | +14.7% | +67.4% |
| 5Y | -15.7% | +180.9% | -196.6% | -38.6% |
| 10Y | +2,989.4% | +407.4% | +2,582.0% | +1,739.2% |
| All | +2,989.4% | +399.7% | +2,589.7% | +1,739.2% |
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