-11.6%
SHOP vs CRL
+66.2%
-77.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.1% |
| 7D | -10.6% | -4.6% | -6.0% | -8.6% |
| 30D | -18.3% | +0.5% | -18.8% | -18.5% |
| 3M | +14.8% | +46.6% | -31.8% | -2.3% |
| 6M | -5.0% | +57.3% | -62.3% | -21.8% |
| YTD | -21.2% | +39.5% | -60.8% | -32.5% |
| 1Y | -11.6% | +76.9% | -88.5% | -30.1% |
| All | -11.6% | +66.2% | -77.8% | -30.1% |
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