-11.2%
SHOP vs CLF
-42.8%
+31.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.1% |
| 7D | -1.2% | +10.4% | -11.6% | -4.1% |
| 30D | -14.7% | +0.6% | -15.3% | -15.9% |
| 3M | -7.2% | +4.1% | -11.3% | -10.1% |
| 6M | +54.2% | +15.1% | +39.1% | +41.9% |
| YTD | -8.6% | -4.7% | -3.9% | -13.7% |
| 1Y | +0.5% | +20.4% | -19.8% | -12.8% |
| 3Y | +135.9% | -23.4% | +159.3% | +115.0% |
| All | -11.2% | -42.8% | +31.6% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling