+3,781.0%
SHOP vs CL
+88.0%
+3,693.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -1.2% | +3.2% | -4.4% | -1.8% |
| 30D | -14.7% | +8.0% | -22.8% | -15.9% |
| 3M | -7.2% | +7.9% | -15.1% | -8.5% |
| 6M | +54.2% | +14.7% | +39.5% | +50.5% |
| YTD | -8.6% | +29.2% | -37.8% | -13.4% |
| 1Y | +0.5% | +29.5% | -29.0% | -4.9% |
| 3Y | +135.9% | +40.7% | +95.3% | +110.7% |
| 5Y | -11.9% | +43.9% | -55.8% | -23.0% |
| All | +3,781.0% | +88.0% | +3,693.0% | +2,915.4% |
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