+3,557.0%
SHOP vs CLF
+82.3%
+3,474.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.5% | -4.6% |
| 7D | +2.8% | -9.1% | +11.9% | +4.5% |
| 30D | -14.2% | -0.9% | -13.3% | -14.7% |
| 3M | -5.5% | +3.0% | -8.5% | -7.4% |
| 6M | +32.8% | +16.7% | +16.1% | +24.8% |
| YTD | -8.9% | -3.2% | -5.8% | -12.7% |
| 1Y | -7.7% | +24.6% | -32.3% | -16.7% |
| 3Y | +139.0% | -22.3% | +161.3% | +124.4% |
| 5Y | -0.5% | -41.2% | +40.7% | -2.8% |
| 10Y | +3,557.0% | +83.5% | +3,473.5% | +2,650.9% |
| All | +3,557.0% | +82.3% | +3,474.7% | +2,650.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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