-7.7%
SHOP vs CL
+28.1%
-35.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | +2.8% | +2.6% | +0.3% | +3.0% |
| 30D | -14.2% | +11.8% | -25.9% | -13.0% |
| 3M | -5.5% | +5.9% | -11.4% | -5.3% |
| 6M | +32.8% | +13.3% | +19.5% | +37.2% |
| YTD | -8.9% | +27.1% | -36.0% | -2.9% |
| 1Y | -7.7% | +28.0% | -35.7% | -1.7% |
| All | -7.7% | +28.1% | -35.9% | -1.7% |
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