-12.1%
SHOP vs CRS
+842.0%
-854.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.0% |
| 7D | +2.1% | +7.4% | -5.3% | -0.6% |
| 30D | -16.8% | -21.2% | +4.4% | -10.5% |
| 3M | -2.4% | -43.3% | +40.9% | +18.2% |
| 6M | +47.0% | -29.4% | +76.4% | +61.0% |
| YTD | -8.8% | -4.7% | -4.1% | -14.7% |
| 1Y | -6.3% | -9.6% | +3.3% | -10.4% |
| 3Y | +139.3% | +355.5% | -216.2% | +1.9% |
| 5Y | -12.1% | +826.6% | -838.6% | -74.4% |
| All | -12.1% | +842.0% | -854.1% | -74.4% |
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