+3,781.0%
SHOP vs CRS
+790.4%
+2,990.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | -1.2% | +4.8% | -6.0% | -2.6% |
| 30D | -14.7% | -23.2% | +8.4% | -9.2% |
| 3M | -7.2% | -45.5% | +38.3% | +8.3% |
| 6M | +54.2% | -33.1% | +87.3% | +68.4% |
| YTD | -8.6% | -7.2% | -1.4% | -11.2% |
| 1Y | +0.5% | -10.0% | +10.5% | -1.5% |
| 3Y | +135.9% | +332.3% | -196.4% | +43.4% |
| 5Y | -11.9% | +801.9% | -813.8% | -56.4% |
| All | +3,781.0% | +790.4% | +2,990.6% | +1,750.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling