+8,434.7%
SHOP vs CMI
+437.1%
+7,997.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.9% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | +0.6% | -13.4% | +14.0% | +7.9% |
| 3M | +25.0% | -17.0% | +42.0% | +34.9% |
| 6M | +11.9% | -1.6% | +13.6% | +7.2% |
| YTD | -9.9% | +11.0% | -20.8% | -20.2% |
| 1Y | 0.0% | +41.9% | -41.9% | -23.4% |
| 3Y | +117.5% | +151.8% | -34.3% | +23.9% |
| 5Y | -6.6% | +163.6% | -170.2% | -48.1% |
| 10Y | +3,320.3% | +472.9% | +2,847.4% | +1,149.9% |
| All | +8,434.7% | +437.1% | +7,997.6% | +4,059.5% |
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