+8,434.7%
SHOP vs CRS
+1,216.2%
+7,218.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.6% | -16.6% | +17.2% | +5.6% |
| 3M | +25.0% | -3.5% | +28.5% | +25.0% |
| 6M | +11.9% | +15.4% | -3.5% | +5.4% |
| YTD | -9.9% | +51.2% | -61.1% | -22.4% |
| 1Y | 0.0% | +98.3% | -98.3% | -21.5% |
| 3Y | +117.5% | +651.5% | -534.1% | +15.7% |
| 5Y | -6.6% | +1,411.1% | -1,417.8% | -59.1% |
| 10Y | +3,320.3% | +1,424.3% | +1,896.0% | +1,244.0% |
| All | +8,434.7% | +1,216.2% | +7,218.5% | +3,045.2% |
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