+3,003.4%
SHOP vs CME
+282.5%
+2,721.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.2% |
| 7D | -4.1% | -2.9% | -1.2% | -3.2% |
| 30D | -11.5% | +5.5% | -17.1% | -13.1% |
| 3M | +21.1% | +11.0% | +10.1% | +16.4% |
| 6M | +3.0% | -9.7% | +12.7% | +5.9% |
| YTD | -16.7% | +4.9% | -21.6% | -19.2% |
| 1Y | -8.3% | +10.1% | -18.4% | -13.1% |
| 3Y | +112.8% | +53.5% | +59.3% | +67.9% |
| 5Y | -9.3% | +77.2% | -86.4% | -31.9% |
| 10Y | +3,003.4% | +282.1% | +2,721.3% | +1,710.3% |
| All | +3,003.4% | +282.5% | +2,721.0% | +1,710.3% |
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