-4.9%
SHOP vs COST
+12.8%
-17.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.7% | +7.6% |
| 7D | -9.0% | +6.6% | -15.7% | -8.0% |
| 30D | -4.4% | +13.5% | -17.9% | -2.3% |
| 3M | +24.1% | +10.6% | +13.5% | +26.0% |
| 6M | +20.0% | +3.6% | +16.3% | +18.9% |
| YTD | -4.9% | +22.1% | -27.0% | -7.0% |
| 1Y | -4.9% | +11.9% | -16.8% | -8.3% |
| All | -4.9% | +12.8% | -17.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling