-0.5%
SHOP vs CLX
-23.2%
+22.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.8% |
| 7D | +2.8% | +13.6% | -10.8% | +0.7% |
| 30D | -14.2% | +29.1% | -43.2% | -17.9% |
| 3M | -5.5% | +1.6% | -7.1% | -6.1% |
| 6M | +32.8% | +18.7% | +14.1% | +29.3% |
| YTD | -8.9% | +11.1% | -20.0% | -11.8% |
| 1Y | -7.7% | +7.0% | -14.7% | -10.0% |
| 3Y | +139.0% | -10.0% | +149.0% | +134.9% |
| 5Y | -0.5% | -22.6% | +22.1% | -10.0% |
| All | -0.5% | -23.2% | +22.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling