+8,552.4%
SHOP vs CMI
+333.1%
+8,219.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -14.7% | -14.0% | -0.7% | -8.3% |
| 3M | -7.2% | -28.1% | +20.9% | +8.7% |
| 6M | +54.2% | -35.8% | +90.0% | +87.4% |
| YTD | -8.6% | -10.5% | +1.9% | -10.4% |
| 1Y | +0.5% | -1.9% | +2.4% | -6.5% |
| 3Y | +135.9% | +121.0% | +15.0% | +42.6% |
| 5Y | -11.9% | +114.6% | -126.5% | -45.8% |
| 10Y | +3,608.8% | +325.5% | +3,283.3% | +1,466.4% |
| All | +8,552.4% | +333.1% | +8,219.2% | +4,572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling