+20.7%
SHOP vs CRCL
+34.8%
-14.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.1% | -5.0% |
| 7D | -10.6% | +4.9% | -15.5% | -11.3% |
| 30D | -18.3% | +38.7% | -57.0% | -22.2% |
| 3M | +14.8% | +14.7% | +0.2% | +11.4% |
| 6M | -5.0% | -16.9% | +11.8% | -5.4% |
| YTD | -21.2% | +17.3% | -38.5% | -26.1% |
| 1Y | -11.6% | -21.2% | +9.6% | -13.5% |
| All | +20.7% | +34.8% | -14.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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