+120.5%
SHOP vs CL
+30.5%
+90.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.9% |
| 7D | -5.1% | -2.2% | -2.9% | -5.6% |
| 30D | +0.6% | -4.8% | +5.4% | -0.6% |
| 3M | +25.0% | +4.9% | +20.1% | +27.6% |
| 6M | +11.9% | -5.7% | +17.6% | +9.7% |
| YTD | -9.9% | +14.4% | -24.2% | -5.7% |
| 1Y | 0.0% | +8.7% | -8.8% | +3.9% |
| All | +120.5% | +30.5% | +90.0% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling