+3,647.2%
SHOP vs CME
+320.1%
+3,327.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.4% |
| 30D | -11.0% | +8.5% | -19.5% | -13.5% |
| 3M | +0.3% | +16.0% | -15.7% | -4.7% |
| 6M | +37.7% | +9.3% | +28.4% | +32.4% |
| YTD | -5.5% | +15.3% | -20.8% | -11.3% |
| 1Y | -0.2% | +14.4% | -14.6% | -6.3% |
| 3Y | +151.9% | +59.9% | +92.0% | +97.5% |
| 5Y | -2.2% | +69.4% | -71.6% | -25.2% |
| 10Y | +3,647.2% | +299.5% | +3,347.7% | +2,118.3% |
| All | +3,647.2% | +320.1% | +3,327.1% | +2,118.3% |
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