+1,094.2%
SHOP vs CLBK
+61.7%
+1,032.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.3% |
| 7D | +2.1% | +2.5% | -0.3% | +1.3% |
| 30D | -16.8% | +3.7% | -20.5% | -17.8% |
| 3M | -2.4% | -3.3% | +0.9% | -1.5% |
| 6M | +47.0% | +29.6% | +17.4% | +34.1% |
| YTD | -8.8% | +60.3% | -69.1% | -23.2% |
| 1Y | -6.3% | +63.4% | -69.7% | -21.6% |
| 3Y | +139.3% | +53.8% | +85.5% | +101.7% |
| 5Y | -12.1% | +29.0% | -41.1% | -25.5% |
| All | +1,094.2% | +61.7% | +1,032.5% | +929.7% |
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