-8.3%
SHOP vs CLS
+33.9%
-42.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.6% | -13.2% | -8.3% |
| 7D | -4.1% | +12.8% | -16.9% | -5.8% |
| 30D | -11.5% | +3.8% | -15.3% | -12.2% |
| 3M | +21.1% | -14.6% | +35.7% | +22.4% |
| 6M | +3.0% | +32.2% | -29.2% | -6.5% |
| YTD | -16.7% | +11.6% | -28.3% | -23.1% |
| 1Y | -8.3% | +35.1% | -43.3% | -16.8% |
| All | -8.3% | +33.9% | -42.1% | -16.8% |
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