+8,434.7%
SHOP vs CRL
+302.4%
+8,132.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.4% |
| 7D | -5.1% | -1.0% | -4.1% | -4.5% |
| 30D | +0.6% | +10.7% | -10.1% | -5.0% |
| 3M | +25.0% | +55.3% | -30.2% | -2.3% |
| 6M | +11.9% | +60.7% | -48.7% | -15.8% |
| YTD | -9.9% | +44.6% | -54.5% | -28.4% |
| 1Y | 0.0% | +77.7% | -77.8% | -30.1% |
| 3Y | +117.5% | +37.6% | +79.9% | +55.6% |
| 5Y | -6.6% | -35.8% | +29.2% | +9.1% |
| 10Y | +3,320.3% | +241.7% | +3,078.6% | +1,311.1% |
| All | +8,434.7% | +302.4% | +8,132.3% | +3,377.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling