+8,680.0%
SHOP vs COR
+314.6%
+8,365.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -2.5% | -1.2% | -1.3% | -2.2% |
| 30D | -16.7% | +7.6% | -24.4% | -18.1% |
| 3M | -2.2% | +5.0% | -7.2% | -3.3% |
| 6M | +45.6% | +35.3% | +10.3% | +36.3% |
| YTD | -7.3% | +4.2% | -11.5% | -8.8% |
| 1Y | -6.1% | -3.4% | -2.7% | -6.2% |
| 3Y | +143.3% | +81.1% | +62.2% | +102.5% |
| 5Y | +0.2% | +195.8% | -195.7% | -29.1% |
| 10Y | +3,663.5% | +493.6% | +3,169.9% | +1,906.2% |
| All | +8,680.0% | +314.6% | +8,365.4% | +4,766.6% |
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