-4.9%
SHOP vs CSX
+48.0%
-52.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +7.2% |
| 7D | -9.0% | +0.1% | -9.2% | -9.1% |
| 30D | -4.4% | +9.7% | -14.2% | -4.5% |
| 3M | +24.1% | +2.3% | +21.8% | +24.4% |
| 6M | +20.0% | +17.1% | +2.9% | +17.3% |
| YTD | -4.9% | +44.9% | -49.8% | -17.2% |
| 1Y | -4.9% | +47.1% | -52.0% | -18.8% |
| All | -4.9% | +48.0% | -52.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling