-2.9%
SHOP vs CL
+39.7%
-42.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.7% | +3.4% |
| 7D | -5.4% | +1.3% | -6.8% | -5.3% |
| 30D | -10.3% | +11.4% | -21.7% | -9.4% |
| 3M | +1.0% | +4.4% | -3.4% | +1.3% |
| 6M | +41.2% | +10.8% | +30.4% | +43.1% |
| YTD | -7.5% | +25.1% | -32.6% | -5.1% |
| 1Y | -4.6% | +28.0% | -32.5% | -1.9% |
| 3Y | +146.4% | +37.6% | +108.8% | +145.1% |
| All | -2.9% | +39.7% | -42.6% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling