+2,989.4%
SHOP vs CCL
-42.2%
+3,031.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.8% |
| 7D | -10.6% | -4.4% | -6.2% | -9.3% |
| 30D | -18.3% | -18.2% | -0.1% | -12.8% |
| 3M | +14.8% | -17.7% | +32.5% | +22.0% |
| 6M | -5.0% | -13.0% | +8.0% | -1.5% |
| YTD | -21.2% | -24.5% | +3.2% | -14.9% |
| 1Y | -11.6% | -26.9% | +15.3% | -4.3% |
| 3Y | +101.2% | +50.8% | +50.5% | +74.0% |
| 5Y | -15.7% | -0.9% | -14.8% | -26.1% |
| 10Y | +2,989.4% | -41.7% | +3,031.1% | +3,373.4% |
| All | +2,989.4% | -42.2% | +3,031.6% | +3,373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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