-4.9%
SHOP vs CRS
-3.8%
-1.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.3% |
| 7D | -9.0% | +4.3% | -13.4% | -9.0% |
| 30D | -4.4% | -25.5% | +21.1% | -4.7% |
| 3M | +24.1% | -48.7% | +72.8% | +21.6% |
| 6M | +20.0% | -31.6% | +51.6% | +18.6% |
| YTD | -4.9% | -7.0% | +2.1% | -0.5% |
| 1Y | -4.9% | -4.5% | -0.4% | -0.5% |
| All | -4.9% | -3.8% | -1.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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