-8.3%
SHOP vs CCL
-25.6%
+17.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.3% | -6.3% | -7.1% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -11.5% | -20.0% | +8.4% | -4.2% |
| 3M | +21.1% | -13.7% | +34.7% | +27.3% |
| 6M | +3.0% | -9.0% | +12.0% | +5.5% |
| YTD | -16.7% | -22.8% | +6.1% | -10.8% |
| 1Y | -8.3% | -25.3% | +17.0% | -4.8% |
| All | -8.3% | -25.6% | +17.3% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling