+8,659.4%
SHOP vs CLF
+139.6%
+8,519.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.3% |
| 7D | -5.4% | -19.6% | +14.1% | -2.0% |
| 30D | -10.3% | -5.0% | -5.3% | -10.1% |
| 3M | +1.0% | -6.3% | +7.3% | +1.2% |
| 6M | +41.2% | +2.8% | +38.4% | +37.4% |
| YTD | -7.5% | -13.7% | +6.2% | -8.6% |
| 1Y | -4.6% | +13.6% | -18.2% | -10.5% |
| 3Y | +146.4% | -34.0% | +180.4% | +141.9% |
| 5Y | -2.5% | -48.7% | +46.2% | -1.8% |
| 10Y | +3,703.6% | +113.4% | +3,590.1% | +2,848.5% |
| All | +8,659.4% | +139.6% | +8,519.8% | +5,873.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling