+11.8%
CRM vs SHOP
+103.2%
-91.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | -4.4% | -11.2% | +6.8% | -1.3% |
| 30D | +28.1% | -14.4% | +42.5% | +33.7% |
| 3M | +48.8% | +16.6% | +32.2% | +42.2% |
| 6M | +28.3% | -0.6% | +28.8% | +26.7% |
| YTD | -6.0% | -20.0% | +14.0% | -2.7% |
| 1Y | +1.4% | -11.2% | +12.6% | +1.7% |
| 3Y | +11.8% | +99.5% | -87.6% | -8.4% |
| All | +11.8% | +103.2% | -91.3% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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