-5.6%
SHOP vs CLS
+3,233.5%
-3,239.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -5.1% | +4.6% | -9.7% | -6.7% |
| 30D | +0.6% | -13.9% | +14.5% | +4.6% |
| 3M | +25.0% | -26.6% | +51.6% | +34.6% |
| 6M | +11.9% | +15.4% | -3.5% | -2.3% |
| YTD | -9.9% | +5.7% | -15.5% | -20.4% |
| 1Y | 0.0% | +41.1% | -41.2% | -24.8% |
| 3Y | +117.5% | +1,228.6% | -1,111.1% | -57.3% |
| All | -5.6% | +3,233.5% | -3,239.1% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling