+3,569.5%
SHOP vs CMS
+126.5%
+3,443.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.9% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -10.3% | +7.2% | -17.5% | -11.7% |
| 3M | +1.0% | -1.3% | +2.3% | +1.2% |
| 6M | +41.2% | -4.3% | +45.5% | +42.1% |
| YTD | -7.5% | +2.1% | -9.6% | -8.7% |
| 1Y | -4.6% | -0.6% | -4.0% | -5.2% |
| 3Y | +146.4% | +38.0% | +108.4% | +118.1% |
| 5Y | -2.5% | +33.6% | -36.2% | -13.9% |
| All | +3,569.5% | +126.5% | +3,443.0% | +3,044.7% |
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