+8,659.4%
SHOP vs CCL
-26.9%
+8,686.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -5.4% | +3.1% | -8.6% | -6.3% |
| 30D | -10.3% | +13.7% | -24.0% | -13.9% |
| 3M | +1.0% | +3.8% | -2.8% | -0.4% |
| 6M | +41.2% | +9.3% | +32.0% | +36.5% |
| YTD | -7.5% | -1.1% | -6.4% | -8.5% |
| 1Y | -4.6% | +14.6% | -19.1% | -10.4% |
| 3Y | +146.4% | +146.4% | 0.0% | +81.8% |
| 5Y | -2.5% | +21.9% | -24.4% | -20.6% |
| 10Y | +3,703.6% | -29.4% | +3,733.0% | +3,389.3% |
| All | +8,659.4% | -26.9% | +8,686.3% | +8,718.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling