-1.8%
SHOP vs CRL
-35.7%
+33.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.2% |
| 7D | -5.1% | -1.0% | -4.1% | -4.6% |
| 30D | +0.6% | +10.7% | -10.1% | -4.3% |
| 3M | +25.0% | +55.3% | -30.2% | +1.3% |
| 6M | +11.9% | +60.7% | -48.7% | -12.0% |
| YTD | -9.9% | +44.6% | -54.5% | -25.8% |
| 1Y | 0.0% | +77.7% | -77.8% | -26.1% |
| 3Y | +117.5% | +37.6% | +79.9% | +63.8% |
| All | -1.8% | -35.7% | +33.9% | +6.6% |
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