+2,989.4%
SHOP vs CLX
-3.8%
+2,993.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -5.1% |
| 7D | -10.6% | -4.9% | -5.7% | -9.9% |
| 30D | -18.3% | -15.8% | -2.5% | -16.0% |
| 3M | +14.8% | -7.9% | +22.8% | +16.5% |
| 6M | -5.0% | -19.0% | +14.0% | -2.0% |
| YTD | -21.2% | -7.9% | -13.3% | -20.9% |
| 1Y | -11.6% | -25.4% | +13.8% | -8.0% |
| 3Y | +101.2% | -35.0% | +136.2% | +110.7% |
| 5Y | -15.7% | -36.8% | +21.1% | -13.9% |
| 10Y | +2,989.4% | -1.4% | +2,990.9% | +2,903.8% |
| All | +2,989.4% | -3.8% | +2,993.2% | +2,903.8% |
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