+3,608.8%
SHOP vs CLF
+104.8%
+3,504.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.2% |
| 7D | -5.4% | -19.6% | +14.1% | -1.3% |
| 30D | -10.3% | -5.0% | -5.3% | -10.0% |
| 3M | +1.0% | -6.3% | +7.3% | +1.1% |
| 6M | +41.2% | +2.8% | +38.4% | +36.4% |
| YTD | -7.5% | -13.7% | +6.2% | -9.0% |
| 1Y | -4.6% | +13.6% | -18.2% | -12.1% |
| 3Y | +146.4% | -34.0% | +180.4% | +139.9% |
| 5Y | -2.5% | -48.7% | +46.2% | -2.1% |
| All | +3,608.8% | +104.8% | +3,504.1% | +2,899.3% |
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