+3,772.8%
SHOP vs CME
+305.5%
+3,467.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +2.1% | +2.7% | -0.6% | +1.2% |
| 30D | -16.8% | +13.5% | -30.3% | -20.3% |
| 3M | -2.4% | +20.9% | -23.3% | -8.6% |
| 6M | +47.0% | +11.5% | +35.5% | +40.4% |
| YTD | -8.8% | +19.5% | -28.3% | -15.5% |
| 1Y | -6.3% | +17.2% | -23.5% | -12.6% |
| 3Y | +139.3% | +65.1% | +74.2% | +85.3% |
| 5Y | -12.1% | +73.1% | -85.2% | -33.4% |
| All | +3,772.8% | +305.5% | +3,467.3% | +2,036.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling