+3,557.0%
SHOP vs CL
+78.1%
+3,478.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | +2.8% | +2.6% | +0.3% | +2.4% |
| 30D | -14.2% | +11.8% | -25.9% | -15.9% |
| 3M | -5.5% | +5.9% | -11.4% | -6.6% |
| 6M | +32.8% | +13.3% | +19.5% | +29.9% |
| YTD | -8.9% | +27.1% | -36.0% | -13.5% |
| 1Y | -7.7% | +28.0% | -35.7% | -12.6% |
| 3Y | +139.0% | +39.4% | +99.6% | +113.4% |
| 5Y | -0.5% | +40.8% | -41.3% | -12.7% |
| 10Y | +3,557.0% | +84.9% | +3,472.1% | +2,722.8% |
| All | +3,557.0% | +78.1% | +3,478.9% | +2,722.8% |
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