-4.3%
SHOP vs CL
+27.9%
-32.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.2% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -11.0% | +11.6% | -22.6% | -9.7% |
| 3M | +0.3% | +5.6% | -5.3% | +0.5% |
| 6M | +37.7% | +13.2% | +24.6% | +42.2% |
| YTD | -5.5% | +26.9% | -32.5% | +0.7% |
| All | -4.3% | +27.9% | -32.2% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling