+11.9%
SHOP vs CL
-6.1%
+18.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -5.1% | -2.2% | -2.9% | -4.6% |
| 30D | +0.6% | -4.8% | +5.4% | +1.9% |
| 3M | +25.0% | +4.9% | +20.1% | +27.3% |
| 6M | +11.9% | -5.7% | +17.6% | +15.4% |
| All | +11.9% | -6.1% | +18.0% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling