+135.9%
SHOP vs CMI
+121.3%
+14.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -14.7% | -14.0% | -0.7% | -8.7% |
| 3M | -7.2% | -28.1% | +20.9% | +7.9% |
| 6M | +54.2% | -35.8% | +90.0% | +86.2% |
| YTD | -8.6% | -10.5% | +1.9% | -17.8% |
| 1Y | +0.5% | -1.9% | +2.4% | -16.5% |
| 3Y | +135.9% | +121.0% | +15.0% | +27.2% |
| All | +135.9% | +121.3% | +14.6% | +27.2% |
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