+3,772.8%
SHOP vs CLS
+2,031.1%
+1,741.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.2% | -3.0% |
| 7D | +2.1% | +23.5% | -21.4% | -4.3% |
| 30D | -16.8% | -28.9% | +12.1% | -9.4% |
| 3M | -2.4% | -25.2% | +22.8% | +3.5% |
| 6M | +47.0% | -32.1% | +79.1% | +54.7% |
| YTD | -8.8% | -14.1% | +5.3% | -14.5% |
| 1Y | -6.3% | -24.1% | +17.8% | -9.6% |
| 3Y | +139.3% | +897.0% | -757.7% | -18.7% |
| 5Y | -12.1% | +2,089.9% | -2,102.0% | -77.7% |
| All | +3,772.8% | +2,031.1% | +1,741.7% | +726.3% |
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