+139.4%
SHOP vs CLF
-19.9%
+159.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | -2.5% | +2.3% | -4.8% | -3.0% |
| 30D | -16.7% | +1.9% | -18.7% | -17.7% |
| 3M | -2.2% | +5.9% | -8.1% | -4.6% |
| 6M | +45.6% | +16.9% | +28.7% | +37.4% |
| YTD | -7.3% | -1.1% | -6.2% | -11.3% |
| 1Y | -6.1% | +28.8% | -34.9% | -16.5% |
| All | +139.4% | -19.9% | +159.4% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling