-2.9%
SHOP vs CLS
+1,775.5%
-1,778.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -5.4% | -22.2% | +16.7% | +1.8% |
| 30D | -10.3% | -44.4% | +34.1% | +7.0% |
| 3M | +1.0% | -34.3% | +35.3% | +12.2% |
| 6M | +41.2% | -50.1% | +91.3% | +65.5% |
| YTD | -7.5% | -30.1% | +22.6% | -9.1% |
| 1Y | -4.6% | -39.3% | +34.8% | -2.5% |
| 3Y | +146.4% | +732.7% | -586.3% | -49.3% |
| All | -2.9% | +1,775.5% | -1,778.4% | -89.7% |
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