-5.6%
SHOP vs CCL
+5.2%
-10.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -5.0% | -0.1% | -2.3% |
| 30D | +0.6% | -20.3% | +20.9% | +13.9% |
| 3M | +25.0% | -15.1% | +40.2% | +36.0% |
| 6M | +11.9% | -15.1% | +27.0% | +19.6% |
| YTD | -9.9% | -21.8% | +11.9% | +0.1% |
| 1Y | 0.0% | -24.8% | +24.7% | +11.5% |
| 3Y | +117.5% | +51.9% | +65.6% | +53.6% |
| All | -5.6% | +5.2% | -10.8% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling