+8,434.7%
SHOP vs CL
+67.1%
+8,367.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +25.0% | +4.9% | +20.1% | +23.7% |
| 6M | +11.9% | -5.7% | +17.6% | +13.2% |
| YTD | -9.9% | +14.4% | -24.2% | -13.6% |
| 1Y | 0.0% | +8.7% | -8.8% | -3.1% |
| 3Y | +117.5% | +30.0% | +87.5% | +91.4% |
| 5Y | -6.6% | +28.4% | -35.0% | -18.9% |
| 10Y | +3,320.3% | +50.1% | +3,270.2% | +2,602.8% |
| All | +8,434.7% | +67.1% | +8,367.6% | +5,599.3% |
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 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