+3,647.2%
SHOP vs CMS
+127.7%
+3,519.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | -11.0% | +7.1% | -18.1% | -12.3% |
| 3M | +0.3% | -1.3% | +1.6% | +0.5% |
| 6M | +37.7% | -2.7% | +40.4% | +38.1% |
| YTD | -5.5% | +2.6% | -8.2% | -6.8% |
| 1Y | -0.2% | -2.0% | +1.8% | -0.4% |
| 3Y | +151.9% | +39.6% | +112.3% | +122.2% |
| 5Y | -2.2% | +35.3% | -37.5% | -13.8% |
| 10Y | +3,647.2% | +132.3% | +3,514.8% | +3,107.7% |
| All | +3,647.2% | +127.7% | +3,519.5% | +3,107.7% |
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