+930.0%
SHOP vs CLBK
+65.6%
+864.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -13.2% | -1.4% | -11.8% | -12.8% |
| 30D | -17.0% | +4.5% | -21.6% | -18.3% |
| 3M | +17.0% | +22.8% | -5.8% | +9.0% |
| 6M | -2.1% | +43.4% | -45.6% | -13.7% |
| YTD | -21.4% | +64.1% | -85.5% | -34.1% |
| 1Y | -11.0% | +67.6% | -78.5% | -26.1% |
| 3Y | +100.9% | +53.3% | +47.7% | +69.9% |
| 5Y | -14.7% | +44.8% | -59.5% | -30.3% |
| All | +930.0% | +65.6% | +864.4% | +783.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling