+8,434.7%
SHOP vs CLS
+2,377.0%
+6,057.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -5.1% | +4.6% | -9.7% | -6.6% |
| 30D | +0.6% | -13.9% | +14.5% | +4.2% |
| 3M | +25.0% | -26.6% | +51.6% | +33.6% |
| 6M | +11.9% | +15.4% | -3.5% | 0.0% |
| YTD | -9.9% | +5.7% | -15.5% | -18.5% |
| 1Y | 0.0% | +41.1% | -41.2% | -20.4% |
| 3Y | +117.5% | +1,228.6% | -1,111.1% | -29.5% |
| 5Y | -6.6% | +3,240.6% | -3,247.3% | -77.9% |
| 10Y | +3,320.3% | +2,760.3% | +560.0% | +641.0% |
| All | +8,434.7% | +2,377.0% | +6,057.7% | +2,015.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling