+8,534.1%
SHOP vs CLX
+38.8%
+8,495.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.9% |
| 7D | +2.1% | +8.5% | -6.4% | +0.6% |
| 30D | -16.8% | +30.0% | -46.8% | -20.8% |
| 3M | -2.4% | +3.8% | -6.2% | -3.3% |
| 6M | +47.0% | +24.6% | +22.4% | +41.4% |
| YTD | -8.8% | +12.8% | -21.6% | -11.7% |
| 1Y | -6.3% | +8.6% | -14.9% | -8.6% |
| 3Y | +139.3% | -8.6% | +147.9% | +137.2% |
| 5Y | -12.1% | -21.8% | +9.7% | -13.0% |
| 10Y | +3,601.0% | +30.4% | +3,570.6% | +3,170.8% |
| All | +8,534.1% | +38.8% | +8,495.4% | +7,643.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling