+8,355.9%
SHOP vs CL
+86.8%
+8,269.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.0% |
| 7D | -13.9% | +5.9% | -19.8% | -15.0% |
| 30D | -12.6% | +13.8% | -26.3% | -15.2% |
| 3M | -0.3% | +6.4% | -6.7% | -1.8% |
| 6M | +33.6% | +15.6% | +17.9% | +29.1% |
| YTD | -10.7% | +27.9% | -38.6% | -16.6% |
| 1Y | -11.8% | +31.4% | -43.2% | -18.4% |
| 3Y | +133.9% | +41.4% | +92.5% | +102.7% |
| 5Y | -5.9% | +42.8% | -48.7% | -20.2% |
| 10Y | +3,571.8% | +79.7% | +3,492.1% | +2,588.5% |
| All | +8,355.9% | +86.8% | +8,269.0% | +5,398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling