+3,781.0%
SHOP vs CLS
+1,916.3%
+1,864.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.8% |
| 7D | -1.2% | +16.3% | -17.5% | -5.8% |
| 30D | -14.7% | -25.7% | +10.9% | -8.3% |
| 3M | -7.2% | -30.9% | +23.6% | +0.7% |
| 6M | +54.2% | -35.5% | +89.7% | +64.6% |
| YTD | -8.6% | -18.7% | +10.1% | -13.0% |
| 1Y | +0.5% | -17.9% | +18.4% | -6.0% |
| 3Y | +135.9% | +838.1% | -702.1% | -18.4% |
| 5Y | -11.9% | +1,971.9% | -1,983.8% | -77.3% |
| All | +3,781.0% | +1,916.3% | +1,864.7% | +741.2% |
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