+2,989.4%
SHOP vs CLS
+3,003.3%
-13.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.8% |
| 7D | -10.6% | +20.1% | -30.7% | -15.8% |
| 30D | -18.3% | +6.0% | -24.3% | -20.4% |
| 3M | +14.8% | -10.3% | +25.1% | +15.1% |
| 6M | -5.0% | +24.5% | -29.5% | -17.3% |
| YTD | -21.2% | +12.9% | -34.1% | -30.4% |
| 1Y | -11.6% | +36.7% | -48.3% | -28.8% |
| 3Y | +101.2% | +1,328.1% | -1,226.9% | -37.6% |
| 5Y | -15.7% | +3,682.3% | -3,698.0% | -81.2% |
| 10Y | +2,989.4% | +3,038.3% | -48.9% | +525.4% |
| All | +2,989.4% | +3,003.3% | -13.8% | +525.4% |
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