0.0%
SHOP vs CLS
+47.9%
-47.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -5.1% | +4.6% | -9.7% | -5.8% |
| 30D | +0.6% | -13.9% | +14.5% | +2.2% |
| 3M | +25.0% | -26.6% | +51.6% | +29.5% |
| 6M | +11.9% | +15.4% | -3.5% | +4.1% |
| YTD | -9.9% | +5.7% | -15.5% | -16.0% |
| 1Y | 0.0% | +41.1% | -41.2% | -9.8% |
| All | 0.0% | +47.9% | -47.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling