-12.8%
SHOP vs CMI
+164.8%
-177.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.9% |
| 7D | -11.2% | -0.7% | -10.5% | -10.8% |
| 30D | -14.4% | -12.4% | -2.0% | -6.9% |
| 3M | +16.6% | -14.8% | +31.4% | +26.0% |
| 6M | -0.6% | +0.8% | -1.4% | -10.1% |
| YTD | -20.0% | +10.2% | -30.2% | -34.7% |
| 1Y | -11.2% | +37.4% | -48.6% | -41.2% |
| 3Y | +99.5% | +153.3% | -53.8% | -24.3% |
| All | -12.8% | +164.8% | -177.6% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling