-4.6%
SHOP vs CMS
-0.8%
-3.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.1% |
| 7D | -5.4% | -0.5% | -4.9% | -5.7% |
| 30D | -10.3% | +7.2% | -17.5% | -7.5% |
| 3M | +1.0% | -1.3% | +2.3% | +0.3% |
| 6M | +41.2% | -4.3% | +45.5% | +40.2% |
| YTD | -7.5% | +2.1% | -9.6% | -5.2% |
| 1Y | -4.6% | -0.6% | -4.0% | -0.8% |
| All | -4.6% | -0.8% | -3.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling