+8,434.7%
SHOP vs CLX
+17.6%
+8,417.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -5.1% | -9.2% | +4.1% | -3.5% |
| 30D | +0.6% | -11.0% | +11.6% | +2.6% |
| 3M | +25.0% | +5.0% | +20.0% | +24.3% |
| 6M | +11.9% | -18.8% | +30.7% | +15.5% |
| YTD | -9.9% | -4.4% | -5.5% | -10.1% |
| 1Y | 0.0% | -21.9% | +21.8% | +3.4% |
| 3Y | +117.5% | -32.8% | +150.3% | +127.5% |
| 5Y | -6.6% | -34.6% | +27.9% | -4.6% |
| 10Y | +3,320.3% | -4.7% | +3,325.0% | +3,172.8% |
| All | +8,434.7% | +17.6% | +8,417.1% | +7,792.1% |
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