+3,291.5%
SHOP vs CLF
+127.2%
+3,164.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -5.1% | +7.6% | -12.7% | -6.6% |
| 30D | +0.6% | -1.2% | +1.8% | +0.6% |
| 3M | +25.0% | -13.4% | +38.4% | +27.4% |
| 6M | +11.9% | +15.4% | -3.5% | +6.0% |
| YTD | -9.9% | -5.9% | -4.0% | -12.0% |
| 1Y | 0.0% | +18.8% | -18.9% | -8.8% |
| 3Y | +117.5% | -19.4% | +136.9% | +105.0% |
| 5Y | -6.6% | -47.7% | +41.1% | -6.4% |
| All | +3,291.5% | +127.2% | +3,164.3% | +2,327.6% |
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