+3,647.2%
SHOP vs CRL
+400.8%
+3,246.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | -0.5% |
| 7D | -2.7% | +4.4% | -7.0% | -5.7% |
| 30D | -11.0% | +17.1% | -28.1% | -19.6% |
| 3M | +0.3% | +32.1% | -31.8% | -15.5% |
| 6M | +37.7% | +98.9% | -61.2% | -8.1% |
| YTD | -5.5% | +77.1% | -82.7% | -34.2% |
| 1Y | -0.2% | +110.3% | -110.5% | -37.1% |
| 3Y | +151.9% | +108.5% | +43.4% | +34.6% |
| 5Y | -2.2% | -7.9% | +5.6% | -6.9% |
| 10Y | +3,647.2% | +368.9% | +3,278.2% | +1,119.5% |
| All | +3,647.2% | +400.8% | +3,246.3% | +1,119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling