-4.9%
SHOP vs CLBK
+65.7%
-70.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.2% |
| 7D | -9.0% | +4.6% | -13.6% | -9.7% |
| 30D | -4.4% | -1.5% | -2.9% | -4.1% |
| 3M | +24.1% | +4.4% | +19.7% | +22.7% |
| 6M | +20.0% | +31.7% | -11.7% | +11.6% |
| YTD | -4.9% | +58.7% | -63.6% | -18.5% |
| 1Y | -4.9% | +64.9% | -69.8% | -22.2% |
| All | -4.9% | +65.7% | -70.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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