+8,434.7%
SHOP vs CME
+361.2%
+8,073.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -5.1% | -1.6% | -3.5% | -4.7% |
| 30D | +0.6% | +6.2% | -5.6% | -1.4% |
| 3M | +25.0% | +10.4% | +14.6% | +20.5% |
| 6M | +11.9% | -9.5% | +21.4% | +14.8% |
| YTD | -9.9% | +6.0% | -15.9% | -12.8% |
| 1Y | 0.0% | +9.3% | -9.3% | -4.7% |
| 3Y | +117.5% | +57.7% | +59.8% | +72.1% |
| 5Y | -6.6% | +77.7% | -84.3% | -28.7% |
| 10Y | +3,320.3% | +281.2% | +3,039.1% | +1,999.2% |
| All | +8,434.7% | +361.2% | +8,073.5% | +5,377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling