-4.2%
SHOP vs CRL
-10.2%
+6.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.8% | -4.2% | -0.1% |
| 7D | -5.4% | -6.1% | +0.6% | -3.3% |
| 30D | -10.3% | +12.4% | -22.7% | -16.2% |
| 3M | +1.0% | +27.1% | -26.1% | -11.3% |
| 6M | +41.2% | +85.7% | -44.5% | +3.1% |
| YTD | -7.5% | +69.2% | -76.7% | -30.5% |
| 1Y | -4.6% | +97.5% | -102.1% | -33.6% |
| 3Y | +146.4% | +86.1% | +60.3% | +50.0% |
| All | -4.2% | -10.2% | +6.0% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling