-15.7%
SHOP vs CRS
+1,446.1%
-1,461.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | -10.6% | -0.5% | -10.1% | -10.4% |
| 30D | -18.3% | -18.1% | -0.2% | -12.0% |
| 3M | +14.8% | -12.4% | +27.3% | +19.0% |
| 6M | -5.0% | +15.9% | -21.0% | -13.3% |
| YTD | -21.2% | +45.8% | -67.1% | -35.9% |
| 1Y | -11.6% | +87.8% | -99.4% | -37.2% |
| 3Y | +101.2% | +648.7% | -547.5% | -28.2% |
| 5Y | -15.7% | +1,416.6% | -1,432.3% | -79.0% |
| All | -15.7% | +1,446.1% | -1,461.8% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling