+8,659.4%
SHOP vs COR
+295.3%
+8,364.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.0% |
| 7D | -5.4% | +0.8% | -6.3% | -5.6% |
| 30D | -10.3% | +5.1% | -15.5% | -11.3% |
| 3M | +1.0% | +2.8% | -1.8% | +0.3% |
| 6M | +41.2% | +32.5% | +8.7% | +32.9% |
| YTD | -7.5% | -0.7% | -6.8% | -8.0% |
| 1Y | -4.6% | -6.7% | +2.1% | -3.9% |
| 3Y | +146.4% | +73.7% | +72.7% | +107.0% |
| 5Y | -2.5% | +177.9% | -180.4% | -30.0% |
| 10Y | +3,703.6% | +533.8% | +3,169.8% | +1,855.5% |
| All | +8,659.4% | +295.3% | +8,364.1% | +4,808.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling