+2,993.7%
SHOP vs CMI
+516.5%
+2,477.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | -11.2% | -0.7% | -10.5% | -10.9% |
| 30D | -14.4% | -12.4% | -2.0% | -8.6% |
| 3M | +16.6% | -14.8% | +31.4% | +24.1% |
| 6M | -0.6% | +0.8% | -1.4% | -6.2% |
| YTD | -20.0% | +10.2% | -30.2% | -29.2% |
| 1Y | -11.2% | +37.4% | -48.6% | -31.3% |
| 3Y | +99.5% | +153.3% | -53.8% | +11.7% |
| 5Y | -13.2% | +167.6% | -180.8% | -52.8% |
| All | +2,993.7% | +516.5% | +2,477.2% | +1,108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling