+3,647.2%
SHOP vs CL
+76.2%
+3,571.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -11.0% | +11.6% | -22.6% | -12.8% |
| 3M | +0.3% | +5.6% | -5.3% | -0.7% |
| 6M | +37.7% | +13.2% | +24.6% | +34.8% |
| YTD | -5.5% | +26.9% | -32.5% | -10.3% |
| 1Y | -0.2% | +27.3% | -27.6% | -5.4% |
| 3Y | +151.9% | +39.7% | +112.2% | +124.6% |
| 5Y | -2.2% | +41.3% | -43.5% | -14.3% |
| 10Y | +3,647.2% | +76.3% | +3,570.9% | +2,856.6% |
| All | +3,647.2% | +76.2% | +3,571.0% | +2,856.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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