+3,003.4%
SHOP vs CMS
+117.1%
+2,886.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.7% |
| 7D | -4.1% | +1.2% | -5.3% | -4.4% |
| 30D | -11.5% | -3.2% | -8.4% | -11.0% |
| 3M | +21.1% | -2.2% | +23.3% | +21.5% |
| 6M | +3.0% | -9.4% | +12.4% | +5.0% |
| YTD | -16.7% | +0.7% | -17.4% | -17.5% |
| 1Y | -8.3% | +0.4% | -8.6% | -9.2% |
| 3Y | +112.8% | +35.2% | +77.7% | +89.0% |
| 5Y | -9.3% | +24.1% | -33.4% | -18.3% |
| 10Y | +3,003.4% | +115.8% | +2,887.6% | +2,465.3% |
| All | +3,003.4% | +117.1% | +2,886.3% | +2,465.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling