+96.4%
SHOP vs CMI
+149.3%
-52.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -4.9% |
| 7D | -10.6% | +0.7% | -11.3% | -11.0% |
| 30D | -18.3% | -12.3% | -6.0% | -12.9% |
| 3M | +14.8% | -16.8% | +31.6% | +23.2% |
| 6M | -5.0% | +1.5% | -6.6% | -14.8% |
| YTD | -21.2% | +9.8% | -31.0% | -35.4% |
| 1Y | -11.6% | +42.6% | -54.2% | -42.8% |
| All | +96.4% | +149.3% | -52.9% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling