+8,552.4%
SHOP vs CRS
+707.8%
+7,844.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | -1.2% | +4.8% | -6.0% | -2.5% |
| 30D | -14.7% | -23.2% | +8.4% | -9.2% |
| 3M | -7.2% | -45.5% | +38.3% | +8.2% |
| 6M | +54.2% | -33.1% | +87.3% | +68.3% |
| YTD | -8.6% | -7.2% | -1.4% | -11.0% |
| 1Y | +0.5% | -10.0% | +10.5% | -1.4% |
| 3Y | +135.9% | +332.3% | -196.4% | +44.5% |
| 5Y | -11.9% | +801.9% | -813.8% | -56.1% |
| 10Y | +3,608.8% | +820.9% | +2,787.8% | +1,565.1% |
| All | +8,552.4% | +707.8% | +7,844.5% | +3,504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling