-4.9%
SHOP vs CRL
+85.3%
-90.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -7.3% | +14.6% | +10.3% |
| 7D | -9.0% | -12.8% | +3.7% | -4.0% |
| 30D | -4.4% | +5.0% | -9.4% | -7.8% |
| 3M | +24.1% | +39.4% | -15.3% | +5.2% |
| 6M | +20.0% | +89.4% | -69.4% | -10.9% |
| YTD | -4.9% | +63.6% | -68.5% | -26.0% |
| 1Y | -4.9% | +83.5% | -88.4% | -29.5% |
| All | -4.9% | +85.3% | -90.3% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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