-0.5%
SHOP vs CLBK
+28.8%
-29.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.8% | -3.7% |
| 7D | +2.8% | +2.9% | -0.1% | +1.9% |
| 30D | -14.2% | +5.4% | -19.6% | -15.7% |
| 3M | -5.5% | +5.8% | -11.3% | -7.6% |
| 6M | +32.8% | +28.9% | +3.9% | +21.2% |
| YTD | -8.9% | +61.8% | -70.8% | -23.8% |
| 1Y | -7.7% | +63.1% | -70.8% | -23.0% |
| 3Y | +139.0% | +55.3% | +83.7% | +99.8% |
| 5Y | -0.5% | +28.0% | -28.5% | -19.6% |
| All | -0.5% | +28.8% | -29.3% | -19.6% |
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