-5.6%
SHOP vs CMS
+23.4%
-29.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | +0.6% | -3.6% | +4.2% | +0.8% |
| 3M | +25.0% | -1.9% | +26.9% | +25.2% |
| 6M | +11.9% | -11.0% | +22.9% | +13.1% |
| YTD | -9.9% | +0.2% | -10.1% | -10.4% |
| 1Y | 0.0% | -1.3% | +1.3% | -0.5% |
| 3Y | +117.5% | +35.9% | +81.6% | +94.4% |
| All | -5.6% | +23.4% | -29.0% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling