+254.0%
CRM vs SHOP
+7,358.2%
-7,104.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -0.4% |
| 7D | -5.0% | -10.6% | +5.7% | -1.8% |
| 30D | +23.6% | -18.3% | +41.9% | +31.1% |
| 3M | +39.6% | +14.8% | +24.8% | +33.2% |
| 6M | +23.4% | -5.0% | +28.5% | +23.5% |
| YTD | -7.4% | -21.2% | +13.9% | -3.0% |
| 1Y | -2.3% | -11.6% | +9.3% | -1.8% |
| 3Y | +10.5% | +101.2% | -90.7% | -18.9% |
| 5Y | -4.7% | -15.7% | +11.0% | -20.5% |
| 10Y | +234.7% | +2,989.4% | -2,754.7% | +18.4% |
| All | +254.0% | +7,358.2% | -7,104.2% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling