+112.8%
SHOP vs CLX
-34.1%
+147.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.3% |
| 7D | -4.1% | -3.5% | -0.5% | -3.5% |
| 30D | -11.5% | -11.9% | +0.3% | -9.8% |
| 3M | +21.1% | -2.6% | +23.7% | +22.1% |
| 6M | +3.0% | -18.2% | +21.2% | +5.8% |
| YTD | -16.7% | -5.9% | -10.8% | -17.5% |
| 1Y | -8.3% | -23.8% | +15.5% | -4.6% |
| 3Y | +112.8% | -33.6% | +146.4% | +95.6% |
| All | +112.8% | -34.1% | +147.0% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling