+3,647.2%
SHOP vs CLS
+1,765.4%
+1,881.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.9% | -5.7% | -0.2% |
| 7D | -2.7% | -10.6% | +7.9% | -0.1% |
| 30D | -11.0% | -38.4% | +27.4% | +1.2% |
| 3M | +0.3% | -29.9% | +30.2% | +8.3% |
| 6M | +37.7% | -40.6% | +78.4% | +51.0% |
| YTD | -5.5% | -24.6% | +19.1% | -7.8% |
| 1Y | -0.2% | -30.8% | +30.6% | -1.3% |
| 3Y | +151.9% | +811.7% | -659.9% | -12.4% |
| 5Y | -2.2% | +1,838.4% | -1,840.6% | -74.3% |
| 10Y | +3,647.2% | +1,751.5% | +1,895.7% | +733.6% |
| All | +3,647.2% | +1,765.4% | +1,881.7% | +733.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling