+3,608.8%
SHOP vs CMS
+125.4%
+3,483.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.0% |
| 7D | -5.4% | -1.3% | -4.1% | -5.2% |
| 30D | -10.3% | +6.3% | -16.6% | -11.5% |
| 3M | +1.0% | -2.1% | +3.0% | +1.3% |
| 6M | +41.2% | -5.1% | +46.3% | +42.4% |
| YTD | -7.5% | +1.3% | -8.7% | -8.5% |
| 1Y | -4.6% | -1.4% | -3.2% | -5.0% |
| 3Y | +146.4% | +36.9% | +109.5% | +118.3% |
| 5Y | -2.5% | +32.5% | -35.1% | -13.8% |
| All | +3,608.8% | +125.4% | +3,483.4% | +3,061.8% |
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