+124.0%
SHOP vs CCL
+56.6%
+67.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -5.0% | -0.1% | -2.5% |
| 30D | +0.6% | -20.3% | +20.9% | +12.6% |
| 3M | +25.0% | -15.1% | +40.2% | +35.1% |
| 6M | +11.9% | -15.1% | +27.0% | +19.1% |
| YTD | -9.9% | -21.8% | +11.9% | -0.5% |
| 1Y | 0.0% | -24.8% | +24.7% | +11.2% |
| All | +124.0% | +56.6% | +67.3% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling