+3,647.2%
SHOP vs CLF
+92.7%
+3,554.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.0% | -4.9% | +0.6% |
| 7D | -2.7% | -14.1% | +11.4% | +0.2% |
| 30D | -11.0% | -5.5% | -5.5% | -10.6% |
| 3M | +0.3% | 0.0% | +0.3% | -0.9% |
| 6M | +37.7% | +11.3% | +26.5% | +30.8% |
| YTD | -5.5% | -7.7% | +2.1% | -8.5% |
| 1Y | -0.2% | +17.5% | -17.8% | -8.8% |
| 3Y | +151.9% | -25.4% | +177.3% | +138.7% |
| 5Y | -2.2% | -46.0% | +43.8% | -2.9% |
| 10Y | +3,647.2% | +80.1% | +3,567.1% | +2,795.7% |
| All | +3,647.2% | +92.7% | +3,554.5% | +2,795.7% |
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