+3,838.3%
SHOP vs CLX
+28.9%
+3,809.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -2.5% | +7.8% | -10.2% | -3.7% |
| 30D | -16.7% | +28.5% | -45.2% | -20.3% |
| 3M | -2.2% | +1.3% | -3.5% | -2.6% |
| 6M | +45.6% | +23.4% | +22.2% | +40.6% |
| YTD | -7.3% | +11.4% | -18.6% | -9.9% |
| 1Y | -6.1% | +6.9% | -13.0% | -8.1% |
| 3Y | +143.3% | -9.8% | +153.1% | +141.6% |
| 5Y | +0.2% | -22.7% | +22.8% | -1.1% |
| All | +3,838.3% | +28.9% | +3,809.4% | +3,602.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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