+107.7%
SHOP vs COST
+71.3%
+36.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.3% |
| 7D | -4.1% | -3.2% | -0.9% | -2.6% |
| 30D | -11.5% | -4.0% | -7.6% | -9.9% |
| 3M | +21.1% | -6.5% | +27.5% | +24.8% |
| 6M | +3.0% | -8.5% | +11.5% | +6.7% |
| YTD | -16.7% | +6.0% | -22.7% | -22.9% |
| 1Y | -8.3% | -5.8% | -2.5% | -7.9% |
| All | +107.7% | +71.3% | +36.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling