-4.9%
SHOP vs CMI
+10.9%
-15.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.8% | +13.1% | +7.3% |
| 7D | -9.0% | -11.2% | +2.2% | -9.0% |
| 30D | -4.4% | -9.8% | +5.4% | -4.3% |
| 3M | +24.1% | -25.5% | +49.6% | +24.0% |
| 6M | +20.0% | -27.7% | +47.6% | +17.4% |
| YTD | -4.9% | -6.6% | +1.7% | -20.2% |
| 1Y | -4.9% | +11.7% | -16.6% | -29.5% |
| All | -4.9% | +10.9% | -15.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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