+3,781.0%
SHOP vs CMG
+342.6%
+3,438.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -1.2% | +2.5% | -3.7% | -2.7% |
| 30D | -14.7% | +15.6% | -30.3% | -22.3% |
| 3M | -7.2% | +8.2% | -15.4% | -13.3% |
| 6M | +54.2% | +9.9% | +44.3% | +38.4% |
| YTD | -8.6% | -4.6% | -4.0% | -11.1% |
| 1Y | +0.5% | +12.4% | -11.9% | -12.4% |
| 3Y | +135.9% | -18.0% | +153.9% | +137.5% |
| 5Y | -11.9% | -5.3% | -6.6% | -19.0% |
| All | +3,781.0% | +342.6% | +3,438.4% | +2,049.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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