-6.5%
SHOP vs CME
+10.2%
-16.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.8% |
| 7D | -4.1% | -2.9% | -1.2% | -4.8% |
| 30D | -11.5% | +5.5% | -17.1% | -10.3% |
| 3M | +21.1% | +11.0% | +10.1% | +23.8% |
| 6M | +3.0% | -9.7% | +12.7% | -1.6% |
| YTD | -16.7% | +4.9% | -21.6% | -14.7% |
| All | -6.5% | +10.2% | -16.7% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling