+3,781.0%
SHOP vs CCL
-32.5%
+3,813.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -14.7% | +13.1% | -27.9% | -18.0% |
| 3M | -7.2% | +3.4% | -10.6% | -8.4% |
| 6M | +54.2% | +18.7% | +35.5% | +45.3% |
| YTD | -8.6% | -2.3% | -6.4% | -9.2% |
| 1Y | +0.5% | +14.2% | -13.7% | -5.5% |
| 3Y | +135.9% | +133.6% | +2.4% | +78.2% |
| 5Y | -11.9% | +33.5% | -45.4% | -29.3% |
| All | +3,781.0% | -32.5% | +3,813.5% | +3,610.0% |
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