+112.8%
SHOP vs CME
+52.8%
+60.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.9% |
| 7D | -4.1% | -2.9% | -1.2% | -5.0% |
| 30D | -11.5% | +5.5% | -17.1% | -9.9% |
| 3M | +21.1% | +11.0% | +10.1% | +25.3% |
| 6M | +3.0% | -9.7% | +12.7% | -1.1% |
| YTD | -16.7% | +4.9% | -21.6% | -14.8% |
| 1Y | -8.3% | +10.1% | -18.4% | -3.8% |
| 3Y | +112.8% | +53.5% | +59.3% | +115.8% |
| All | +112.8% | +52.8% | +60.0% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling