0.0%
SHOP vs CRS
+102.1%
-102.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.6% | -16.6% | +17.2% | +0.7% |
| 3M | +25.0% | -3.5% | +28.5% | +24.0% |
| 6M | +11.9% | +15.4% | -3.5% | +9.6% |
| YTD | -9.9% | +51.2% | -61.1% | -11.8% |
| 1Y | 0.0% | +98.3% | -98.3% | -4.2% |
| All | 0.0% | +102.1% | -102.1% | -4.2% |
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