+0.2%
SHOP vs CL
+40.8%
-40.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -2.5% | -0.8% | -1.7% | -2.5% |
| 30D | -16.7% | +9.5% | -26.3% | -16.0% |
| 3M | -2.2% | +6.8% | -9.0% | -1.7% |
| 6M | +45.6% | +14.3% | +31.3% | +48.0% |
| YTD | -7.3% | +27.0% | -34.3% | -4.8% |
| 1Y | -6.1% | +26.3% | -32.4% | -3.6% |
| 3Y | +143.3% | +39.3% | +104.1% | +142.1% |
| 5Y | +0.2% | +41.5% | -41.4% | -1.2% |
| All | +0.2% | +40.8% | -40.6% | -1.2% |
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