+3,838.3%
SHOP vs CL
+84.9%
+3,753.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | -16.7% | +9.5% | -26.3% | -18.1% |
| 3M | -2.2% | +6.8% | -9.0% | -3.4% |
| 6M | +45.6% | +14.3% | +31.3% | +42.2% |
| YTD | -7.3% | +27.0% | -34.3% | -11.9% |
| 1Y | -6.1% | +26.3% | -32.4% | -10.7% |
| 3Y | +143.3% | +39.3% | +104.1% | +117.4% |
| 5Y | +0.2% | +41.5% | -41.4% | -12.2% |
| All | +3,838.3% | +84.9% | +3,753.4% | +2,969.0% |
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