-15.7%
SHOP vs CLBK
+41.8%
-57.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.0% |
| 7D | -10.6% | -1.5% | -9.2% | -10.1% |
| 30D | -18.3% | +6.7% | -25.0% | -20.1% |
| 3M | +14.8% | +21.2% | -6.3% | +7.3% |
| 6M | -5.0% | +42.0% | -47.0% | -16.2% |
| YTD | -21.2% | +63.3% | -84.5% | -34.2% |
| 1Y | -11.6% | +65.4% | -77.0% | -26.6% |
| 3Y | +101.2% | +52.5% | +48.8% | +69.1% |
| 5Y | -15.7% | +42.0% | -57.7% | -34.9% |
| All | -15.7% | +41.8% | -57.5% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling